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Multi‐Step Forecasting
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Multi‐Step Forecasting (2004)Multi‐Step ForecastingBroadband log-periodogram regression of time series with long-range dependence (1999)Broadband log-periodogram reg…DIRECT AUTOREGRESSIVE PREDICTORS FOR MULTISTEP PREDICTION: ORDER SELECTION AND PERFORMANCE RELATIVE TO THE PLUG IN PREDICTORS (1997)DIRECT AUTOREGRESSIVE PREDICT…MULTI‐STEP ESTIMATION FOR FORECASTING (1996)MULTI‐STEP ESTIMATION FOR FOR…Robustness of Maximum Likelihood Estimates for Multi-Step Predictions: The Exponential Smoothing Case (1993)Robustness of Maximum Likelih…Multi-step estimation and forecasting in dynamic models (1991)Multi-step estimation and for…Asymptotic Mean Square Prediction Error for an Autoregressive Model with Estimated Coefficients (1976)Asymptotic Mean Square Predic…Prediction by Exponentially Weighted Moving Averages and Related Methods (1961)Prediction by Exponentially W…Time Series Analysis: Forecasting and Control (1977)Specification Tests in Econometrics (1978)The sampling distribution of forecasts from a first-order autoregression (1979)Inflation and output forecasts for South Africa: monetary transmission implications (2000)Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (2010)Inflation forecasting models for Uganda: is mobile money relevant? (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data (2003)Forecast Pooling for European Macroeconomic Variables* (2004)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Gaussian Semiparametric Estimation of Long Range Dependence (1995)Nonlinear log-periodogram regression for perturbed fractional processes (2003)Adaptive Local Polynomial Whittle Estimation of Long-range Dependence (2004)The Long Range Dependence Paradigm for Macroeconomics and Finance (2011)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting EMU macroeconomic variables (2004)Forecasting copper prices with dynamic averaging and selection models (2015)Forecasting food prices: The case of corn, soybeans and wheat (2016)Estimating Properties of Autoregressive Forecasts (1987)Forecasting from non‐linear models in practice (1994)Guest Editors’ Introduction: Information in Economic Forecasting (2005)Measuring the Advantages of Multivariate vs. Univariate Forecasts (2007)The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting (1995)DIRECT MULTI‐STEP ESTIMATION AND FORECASTING (2007)Multi-step-ahead time series prediction using multiple-output support vector regression (2013)Effects of Not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction—I (1981)Properties of Predictors in Misspecified Autoregressive Time Series Models (1985)Mean squared prediction error in the spatial linear model with estimated covariance parameters (1992)
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References

  • 1961Prediction by Exponentially Weighted Moving Averages and Related Methods263 cited
  • 1999Broadband log-periodogram regression of time series with long-range dependence153 cited
  • 1976Asymptotic Mean Square Prediction Error for an Autoregressive Model with Estimated Coefficients103 cited
  • 1996MULTI‐STEP ESTIMATION FOR FORECASTING98 cited
  • 1993Robustness of Maximum Likelihood Estimates for Multi-Step Predictions: The Exponential Smoothing Case77 cited
  • 1991Multi-step estimation and forecasting in dynamic models70 cited
  • 1997DIRECT AUTOREGRESSIVE PREDICTORS FOR MULTISTEP PREDICTION: ORDER SELECTION AND PERFORMANCE RELATIVE TO THE PLUG IN PREDICTORS45 cited

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