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A unified view of statistical forecasting procedures
13 references·16 citing·34 second hop
A unified view of statistical forecasting procedures (1984)A unified view of statistical forecasting…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…The Econometric Analysis of Time Series. (1983)The Econometric Analysis of T…Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Ser…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…The Holt-Winters Forecasting Procedure (1978)The Holt-Winters Forecasting …Seasonal Analysis of Economic Time Series (1978)Seasonal Analysis of Economic…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Modelling Macroeconomic Time Series (1976)Modelling Macroeconomic Time …Bayesian Forecasting (1976)Bayesian ForecastingExponential Smoothing with an Adaptive Response Rate (1967)Exponential Smoothing with an…Applied Economic Forecasting (1967)Applied Economic ForecastingThe Distributed Lag Between Capital Appropriations and Expenditures (1965)The Distributed Lag Between C…Which Trend Is Your Friend? (2016)Which Trend Is Your Friend?Chapter 7 Forecasting with Unobserved Components Time Series Models (2006)Chapter 7 Forecasting with Un…25 Years of Iif Time Series Forecasting: A Selective Review (2005)25 Years of Iif Time Series F…Estimating the Underlying Change in Unemployment in the UK (2000)Estimating the Underlying Cha…RECENT ADVANCES IN MODELLING SEASONALITY (1996)RECENT ADVANCES IN MODELLING …Performance of Neural Networks in Managerial Forecasting (1993)Performance of Neural Network…Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies (1992)Vancouver's Gasoline-Price Wa…Recursive forecasting, smoothing and seasonal adjustment of non‐stationary environmental data (1991)Recursive forecasting, smooth…Recursive estimation and forecasting of non‐stationary time series (1990)Recursive estimation and fore…Prediction intervals for the Holt-Winters forecasting procedure (1990)Prediction intervals for the …Modelling stochastic and cyclical components of technical change (1989)Modelling stochastic and cycl…What is the ‘best’ method of forecasting? (1988)What is the ‘best’ method of …Structural change and the combination of forecasts (1987)Structural change and the com…Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equation (1986)Stochastic Trends in Dynamic …Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures (1986)Forecast Functions Implied by…Analysis and Generalisation of a Multivariate Exponential Smoothing Model (1986)Analysis and Generalisation o…Forecasting Sales by Exponentially Weighted Moving Averages (1960)Time Series Analysis: Forecasting and Control (1977)Holt-Winters Forecasting: Some Practical Issues (1988)The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting (1995)Exponential smoothing model selection for forecasting (2005)Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)A pragmatic view of accuracy measurement in forecasting (1986)Local Forms of Spatial Analysis (1999)Forecasting and operational research: a review (2008)The Combination of Forecasts (1969)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)Time Series Analysis Forecasting and Control. (1971)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Curve Fitting and Optimal Design for Prediction (1978)A Bayesian Analysis of Kriging (1993)The effect of air pollution on migration: Evidence from China (2022)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)MIDAS Regressions: Further Results and New Directions (2007)Loan growth and riskiness of banks (2010)How Large and Long-lasting Are the Persuasive Effects of Televised Campaign Ads? Results from a Randomized Field Experiment (2011)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Using daily stock returns (1985)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 1965The Distributed Lag Between Capital Appropriations and Expenditures1,133 cited
  • 1983The Econometric Analysis of Time Series.900 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1976Bayesian Forecasting671 cited
  • 1978The Holt-Winters Forecasting Procedure423 cited
  • 1967Exponential Smoothing with an Adaptive Response Rate339 cited
  • 1978Seasonal Analysis of Economic Time Series288 cited
  • 1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
  • 1976Modelling Macroeconomic Time Series141 cited

Cited by

  • 1987Structural change and the combination of forecasts235 cited
  • 1992Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies184 cited
  • 2000Estimating the Underlying Change in Unemployment in the UK

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119 cited
  • 1986Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equation106 cited
  • 1990Recursive estimation and forecasting of non‐stationary time series105 cited
  • 1988What is the ‘best’ method of forecasting?101 cited
  • 1991Recursive forecasting, smoothing and seasonal adjustment of non‐stationary environmental data95 cited
  • 1990Prediction intervals for the Holt-Winters forecasting procedure92 cited
  • 2006Chapter 7 Forecasting with Unobserved Components Time Series Models91 cited
  • 1989Modelling stochastic and cyclical components of technical change80 cited
  • 1996RECENT ADVANCES IN MODELLING SEASONALITY71 cited
  • 1993Performance of Neural Networks in Managerial Forecasting67 cited
  • 1986Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures63 cited
  • 2016Which Trend Is Your Friend?61 cited
  • 200525 Years of Iif Time Series Forecasting: A Selective Review61 cited
  • 1986Analysis and Generalisation of a Multivariate Exponential Smoothing Model60 cited