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A Comparison of Models for Forecasting the Baltic Freight Index: Box-Jenkins Revisited
13 references·8 citing·20 second hop
A Comparison of Models for Forecasting the Baltic Freight Index: Box-Jenkins Revisited (1999)A Comparison of Models for Forecasting th…The market for second-hand ships: Further results on efficiency using cointegration analysis (1997)The market for second-hand sh…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Forecasting methods and applications (1993)Forecasting methods and appli…A short-term adaptive forecasting model for BIFFEX speculation: a Box—Jenkins approach (1992)A short-term adaptive forecas…COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING1 (1990)COINTEGRATION IN SMALL SAMPLE…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Business Forecasting Methods (1987)Business Forecasting MethodsLikelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…Applied Economic Forecasting (1967)Applied Economic ForecastingTime series forecasting methods for the Baltic dry index (2021)Time series forecasting metho…A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method (2019)A novel hybrid approach to Ba…A novel forecasting model for the Baltic dry index utilizing optimal squeezing (2019)A novel forecasting model for…Comparison of Econometric Models and Artificial Neural Networks Algorithms for the Prediction of Baltic Dry Index (2018)Comparison of Econometric Mod…Long Term Dry Cargo Freight Rates Forecasting by Using Recurrent Fuzzy Neural Networks (2016)Long Term Dry Cargo Freight R…Forecasting Dry Bulk Freight Index with Improved SVM (2014)Forecasting Dry Bulk Freight …Are Freight Futures Markets Efficient? Evidence from IMAREX (2011)Are Freight Futures Markets E…Forecasting inland waterway grain traffic (2002)Forecasting inland waterway g…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Cointegration: how short is the long run? (1991)Foreign aid and economic performance in Tanzania (1998)Emigrants' remittances and Dutch Disease in Cape Verde (2006)Another look at measures of forecast accuracy (2006)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized autoregressive conditional heteroskedasticity (1986)Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)Extreme Correlation of International Equity Markets (2001)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1993Forecasting methods and applications2,400 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,585 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,263 cited
  • 1967Applied Economic Forecasting1,212 cited
  • 1990COINTEGRATION IN SMALL SAMPLES: EMPIRICAL PERCENTILES, DRIFTING MOMENTS AND CUSTOMIZED TESTING179 cited
  • 1997The market for second-hand ships: Further results on efficiency using cointegration analysis62 cited
  • 1992A short-term adaptive forecasting model for BIFFEX speculation: a Box—Jenkins approach59 cited
  • 1987Business Forecasting Methods57 cited

Cited by

  • 2018Comparison of Econometric Models and Artificial Neural Networks Algorithms for the Prediction of Baltic Dry Index48 cited

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2019
A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method
43 cited
  • 2021Time series forecasting methods for the Baltic dry index41 cited
  • 2014Forecasting Dry Bulk Freight Index with Improved SVM40 cited
  • 2002Forecasting inland waterway grain traffic36 cited
  • 2019A novel forecasting model for the Baltic dry index utilizing optimal squeezing32 cited
  • 2011Are Freight Futures Markets Efficient? Evidence from IMAREX31 cited
  • 2016Long Term Dry Cargo Freight Rates Forecasting by Using Recurrent Fuzzy Neural Networks24 cited