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Forecasting the price of gold
16 references·5 citing·38 second hop
Forecasting the price of gold (2015)Forecasting the price of goldForecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)Forecasting Time Series With …Automatic Time Series Forecasting: The forecast Package for R (2008)Automatic Time Series Forecas…A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting: Methods and Applications (1999)Forecasting: Methods and Appl…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Forecasting methods and applications (1993)Forecasting methods and appli…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Macroeconomics and Reality (1980)Macroeconomics and RealityForecasting principles and practiceForecasting principles and pr…Predicting Gold and Silver Price Direction Using Tree-Based Classifiers (2021)Predicting Gold and Silver Pr…Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks (2021)Ensemble forecasting for prod…Effective Short-Term Forecasting for Daily Time Series with Complex Seasonal Patterns (2018)Effective Short-Term Forecast…Predicting Future Gold Rates using Machine Learning Approach (2017)Predicting Future Gold Rates …Heterogeneous expectations in the gold market: Specification and estimation (2014)Heterogeneous expectations in…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Tests of Conditional Predictive Ability (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting: theory and practice (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical inference in vector autoregressions with possibly integrated processes (1995)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Another look at measures of forecast accuracy (2006)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • n.d.Forecasting principles and practice4,364 cited
  • 2008Automatic Time Series Forecasting: The forecast Package for R3,538 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1993Forecasting methods and applications2,393 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2011Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing1,055 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices

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864 cited
  • 1999Forecasting: Methods and Applications626 cited
  • Cited by

    • 2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers67 cited
    • 2021Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks63 cited
    • 2017Predicting Future Gold Rates using Machine Learning Approach50 cited
    • 2018Effective Short-Term Forecasting for Daily Time Series with Complex Seasonal Patterns41 cited
    • 2014Heterogeneous expectations in the gold market: Specification and estimation40 cited