Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Hoque, Asraul
Magnus, Jan R.
and
Pesaran, Bahram
1988.
The exact multi-period mean-square forecast error for the first-order autoregressive model.
Journal of Econometrics,
Vol. 39,
Issue. 3,
p.
327.
Baillie, Richard T.
1989.
Econometric tests of rationality and market efficiency.
Econometric Reviews,
Vol. 8,
Issue. 2,
p.
151.
Cryer, Jonathan D.
Nankervis, John C.
and
Savin, N. E.
1990.
Forecast Error Symmetry in ARIMA Models.
Journal of the American Statistical Association,
Vol. 85,
Issue. 411,
p.
724.
Karlsson, Sune
1993.
Introduction to multiple time series.
International Journal of Forecasting,
Vol. 9,
Issue. 4,
p.
577.
Clements, Michael P.
and
Hendry, David F.
1995.
Forecasting in cointegrated systems.
Journal of Applied Econometrics,
Vol. 10,
Issue. 2,
p.
127.
Ariño, Miguel A.
and
Franses, Philip Hans
2000.
Forecasting the levels of vector autoregressive log-transformed time series.
International Journal of Forecasting,
Vol. 16,
Issue. 1,
p.
111.
Bewley, Ronald
2002.
Forecast accuracy, coefficient bias and Bayesian vector autoregressions.
Mathematics and Computers in Simulation,
Vol. 59,
Issue. 1-3,
p.
163.
Holgersson, H.E.T.
and
LindströM, F.
2005.
A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process.
Communications in Statistics - Simulation and Computation,
Vol. 34,
Issue. 2,
p.
415.
Lütkepohl, Helmut
2006.
Vol. 1,
Issue. ,
p.
287.
Gómez, Nicolás
and
Guerrero, Víctor M.
2006.
Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts.
International Journal of Forecasting,
Vol. 22,
Issue. 4,
p.
751.
Bao, Yong
2007.
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION.
Econometric Theory,
Vol. 23,
Issue. 04,
Füss, Roland
and
Nikitina, Olena
2011.
Explaining Yield Curve Dynamics.
The Journal of Fixed Income,
Vol. 21,
Issue. 2,
p.
68.
Silva, E.
Guerrero, V. M.
and
Peña, D.
2011.
Temporal disaggregation and restricted forecasting of multiple population time series.
Journal of Applied Statistics,
Vol. 38,
Issue. 4,
p.
799.
Grigoryeva, Lyudmila
and
Ortega, Juan-Pablo
2012.
Finite Sample Forecasting with Estimated Temporally Aggregated Linear Processes.
SSRN Electronic Journal,
Giesen, Sebastian
Holtemöller, Oliver
Scharff, Juliane
and
Scheufele, Rolf
2012.
The Halle Economic Projection Model.
Economic Modelling,
Vol. 29,
Issue. 4,
p.
1461.
Grigoryeva, Lyudmila
and
Ortega, Juan‐Pablo
2014.
Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes.
Journal of Forecasting,
Vol. 33,
Issue. 8,
p.
577.
Ngnepieba, Pierre
and
Ridley, Dennis
2015.
General Theory of Antithetic Time Series.
Journal of Applied Mathematics and Physics,
Vol. 03,
Issue. 12,
p.
1726.
Neusser, Klaus
2016.
Time Series Econometrics.
p.
241.
Bucci, Andrea
Ippoliti, Luigi
and
Valentini, Pasquale
2022.
Comparing unconstrained parametrization methods for return covariance matrix prediction.
Statistics and Computing,
Vol. 32,
Issue. 5,