Journal of Forecasting
Collection
Collection
- ISSN: 02776693
Published by John Wiley & Sons, Chichester
-
Periodically integrated subset autoregressions for Dutch industrial production and money stock Article
Journal of Forecasting, 601-613.January 1993
-
Multi-step forecast error variances for periodically integrated time series Article
Journal of Forecasting, 83-96.January 1996
-
Forecasting stock market volatility using (nonlinear) GARCH models Article
Journal of Forecasting, 229-235.January 1996
-
A Bayesian analysis of periodic integration Article
Journal of Forecasting, 509-532.January 1997
-
The impact of seasonal constants on forecasting seasonally cointegrated time series Article
Journal of Forecasting, 109-124.January 1998 -
Neural network analysis of varying trends in real exchange rates Article
Journal of Forecasting, 21(8), 559-577.December 2002 -
On SETAR non-linearity and forecasting Article
Journal of Forecasting, 22(5), 359-375.M.P. Clements (Michael), Ph.H.B.F. Franses (Philip Hans), J. Smith (Jeremy) and D.J.C. van Dijk (Dick)
August 2003 -
Do seasonal unit roots matter for forecasting monthly industrial production? Article
Journal of Forecasting, 77-88.March 2004