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Forecasting autoregressive time series with bias-corrected parameter estimators
11 references·3 citing·38 second hop
Forecasting autoregressive time series with bias-corrected parameter estimators (2003)Forecasting autoregressive time series wi…Bootstrapping Autoregressive Processes with Possible Unit Roots (2002)Bootstrapping Autoregressive …Estimation for Autoregressive Time Series With a Root Near 1 (2001)Estimation for Autoregressive…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Approximately Median-Unbiased Estimation of Autoregressive Models (1994)Approximately Median-Unbiased…Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (1993)Exactly Median-Unbiased Estim…On Bayesian routes to unit roots (1991)On Bayesian routes to unit ro…Bootstrap Prediction Intervals for Autoregression (1990)Bootstrap Prediction Interval…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Estimating Properties of Autoregressive Forecasts (1987)Estimating Properties of Auto…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…First Order Autoregression: Inference, Estimation, and Prediction (1969)First Order Autoregression: I…Potato Price Forecasting with Holt-Winters and ARIMA Methods: A Case Study (2020)Potato Price Forecasting with…Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals (2010)Beyond point forecasting: Eva…25 Years of Iif Time Series Forecasting: A Selective Review (2005)25 Years of Iif Time Series F…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The Macroeconomic Effects of Inflation Targeting (2004)What do we learn from the price of crude oil futures? (2010)Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality (2015)Does Globalisation Worsen Environmental Quality in Developed Economies? (2017)How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis (2017)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Inference in Linear Time Series Models with some Unit Roots (1990)Measuring predictability: theory and macroeconomic applications (2001)Do oil price increases cause higher food prices? (2014)Explaining the interplay of three markets: Green certificates, carbon emissions and electricity (2018)5 Stochastic volatility (1996)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Testing slope homogeneity in large panels (2007)A Monetary History of the United States, 1867-1960 (2017)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Dynamic panel estimation and homogeneity testing under cross section dependence (2003)Measuring and modeling systematic risk in factor pricing models using high-frequency data (2003)Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (2006)Asymmetric density forecasts of inflation and the Bank of England's fan chart (1999)Bootstrap predictive inference for ARIMA processes (2004)Combined forecasts from linear and nonlinear time series models (2002)Trend Time–Series Modeling and Forecasting With Neural Networks (2008)EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (2009)
this work references cited by second hop

References

  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
  • 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
  • 1990Bootstrap Prediction Intervals for Autoregression239 cited
  • 1987Estimating Properties of Autoregressive Forecasts202 cited
  • 1969First Order Autoregression: Inference, Estimation, and Prediction192 cited
  • 1991On Bayesian routes to unit roots169 cited
  • 2002Bootstrapping Autoregressive Processes with Possible Unit Roots106 cited
  • 2001Estimation for Autoregressive Time Series With a Root Near 186 cited

Cited by

  • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
  • 2010Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals53 cited
  • 2020Potato Price Forecasting with Holt-Winters and ARIMA Methods: A Case Study51 cited

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