SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal forecasting of noncausal autoregressive time series · Study

ArticleShelves

ArticleOptimal forecasting of noncausal autoregressive time series

Markku Lanne2012

OA

Articlegreen2012

Optimal forecasting of noncausal autoregressive time series

Markku Lanne · Jani Luoto · Pentti Saikkonen

57 citations·0/0 files stored·International Journal of Forecasting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Monetary Policy and Economic Impact Time Series Analysis and Forecasting

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 57 citations exist upstream.

References

1998Evaluating Density Forecasts with Applications to Financial Risk Management 1996Asymptotic Inference about Predictive Ability 2008Phillips Curve Inflation Forecasts 2006Chapter 5 Predictive Density Evaluation 1999A Monte Carlo study of the forecasting performance of empirical SETAR models

Cited by

2016Identification of Mixed Causal-Noncausal Models in Finite Samples 2013Forecasting with a noncausal VAR model 2020Forecasting bubbles with mixed causal-noncausal autoregressive models 2020Mixed causal–noncausal autoregressions with exogenous regressors 2015Testing for a Unit Root in Noncausal Autoregressive Models 2016Noncausal Bayesian Vector Autoregression 2017A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy*article · 3 shared references 2015Measuring the dynamics of global business cycle connectednesschapter · 3 shared references 2015On detecting end-of-sample instabilitieschapter · 3 shared references 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Themarticle · 3 shared references 2003On SETAR non‐linearity and forecastingarticle · 3 shared references 2015A state-dependent model for inflation forecastingchapter · 3 shared references

Details

Year2012

Typearticle

Published2012-02-08

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations57

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/j.ijforecast.2011.08.003

openalex_workW2744586267

Links

Imported from OpenAlex (CC0) — nothing here is generated.