| Journal of Forecasting 1996 |
| Title | Subject | Authors |
|---|
| A bootstrap simulation study in ARMA (p,q) structures. | Mathematics | Souza, R.C., Neto, A.C. |
| An evaluation of forecasting using leading indicators. | Mathematics | Hendry, David F., Emerson, Rebecca A. |
| An integrated model for manpower forecasting. | Mathematics | Chiang Kao, Hong Tau Lee |
| A remark on least-squares and naive extrapolations in non-linear AR(1) processes. | Mathematics | Andel, Jiri |
| A robust neural network filter for electricity demand prediction.(Special Issue on Energy Forecasting) | Mathematics | Connor, J.T. |
| Assessing the historical accuracy of regional economic forecasts. | Mathematics | Fullerton, Thomas M., Jr., West, Carol Taylor |
| Asymptotic normal and bootstrap inference in structural VAR analysis. (vector autoregressive) | Mathematics | Fachin, Stefano, Bravetti, Luca |
| A threshold model for the French franc/Deutschmark exchange rate. | Mathematics | Chappell, David, Padmore, Joanne, Mistry, Priti, Ellis, Catherine |
| Bayesian modeling of ARFIMA processes by Markov chain Monte Carlo methods. (autoregressive fractionally integrated moving average) | Mathematics | Pai, Jeffrey S., Ravishanker, Nalini |
| Changing time scale for short-term forecasting in financial markets. | Mathematics | Dacorogna, Michel M., Gauvreau, Cindy L., Muller, Ulrich A., Olsen, Richard B., Pictet, Olivier V. |
| Combining ordinal forecasts with an application in a financial market. | Mathematics | Fan, Dennis K., Lau, Kin-Nam, Leung, Pui-Lam |
| Consistent forecast intervals when the forecast-period exogenous variables are stochastic. | Mathematics | McCullough, B.D. |
| Deletion diagnostics for transformations of time series. | Mathematics | Shephard, Neil, Atkinson, A.C. |
| Energy demand forecasts with investment constraints.(Special Issue on Energy Forecasting) | Mathematics | Majumdar, Saumen, Parikh, Jyoti |
| Estimation of exact linear time-varying constraints, with an application to population projections. (use of Kalman filters for estimating population size) | Mathematics | Doran, Howard E. |
| Forecast combining with neural networks. | Mathematics | Donaldson, R. Glen, Kamstra, Mark |
| Forecasting and analyzing economic activity with coincident and leading indexes: the case of Connecticut. (employment indexes for Connecticut's economy) | Mathematics | Miller, Stephen M., Dua, Pami |
| Forecasting Austrian IPOs: an application of linear and neural network error-correction models. (initial public offering) | Mathematics | Helmenstein, Christian, Haefke, Christian |
| Forecasting stock market volatility using (non-linear) Garch models. (generalized autoregression conditional heteroscedasticity) | Mathematics | Franses, Philip Hans, Van Dijk, Dick |
| Forecasting the Antwerp maritime traffic flows using transformations and intervention models.(Statistical Data Included) | Mathematics | Klein, Andre |
| How well do analysts forecast interest rates?(Statistical Data Included) | Mathematics | Stekler, H.O., Kolb, R.A. |
| Metering and modelling residential end-use electricity load curves.(Special Issue on Energy Forecasting) | Mathematics | Fiebig, Denzil G., Bartels, Robert |
| Modeling and forecasting municipal solid waste generation in the US energy supply. | Mathematics | Joutz, Frederick L. |
| Modelling the impact of temperature on electricity consumption in the Eastern Province of Saudi Arabia. | Mathematics | Al-Zayer, Jamal, Al-Ibrahim, Abdulla A. |
| Model selection and forecasting for long-range dependent processes. | Mathematics | Crato, Nuno, Ray, Bonnie K. |
| Model uncertainty and forecast accuracy. | Mathematics | Chatfield, Chris |
| Multi-step error variances for periodically integrated time series. | Mathematics | Franses, Philip Hans |
| Non-Gaussian seasonal adjustment: X-12-ARIMA versus robust structural models. | Mathematics | Bruce, Andrew G., Jurke, Simon R. |
| Non-linear forecasting of financial time series: an overview and some new models.(Special Issue on Non-Linear Forecasting of Financial Time Series) | Mathematics | Mills, Terence C. |
| Non-linear prediction of security returns with moving average rules. | Mathematics | Gencay, Ramazan |
| One-day prediction of electricity load reflecting future RCS schedule. (ripple control system)(Special Issue on Energy Forecasting) | Mathematics | Pelikan, Emil, Eben, Krystof, Petrak, Lubomir |
| Randomized unit root processes in modelling and forecasting financial time series: theory and applications. | Mathematics | Leybourne, Stephen J., Mills, Terence C., McCabe, Brendan P.M. |
| Robust seasonal adjustment by Bayesian modelling. | Mathematics | Young, Martin R. |
| System-based weights versus series-specific weights in the combination of forecasts.(Statistical Data Included) | Mathematics | West, Carol Taylor |
| The Information in the term structure: a non-parametric investigation.(Special Issue on Non-Linear Forecasting of Financial Time Series) | Mathematics | Mizrach, Bruce |
| Unobserved components in ARCH models: an application to seasonal adjustment. (autoregression conditionally heteroscedastic) | Mathematics | Maravall, Agustin, Fiorentini, Gabriele |
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