Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Series handle: RePEc:eee:intfor
ISSN: 0169-2070
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijforecast .
Content
2003, Volume 19, Issue 3
- 369-385 The predictability of asset returns: an approach combining technical analysis and time series forecasts
by Fang, Yue & Xu, Daming
- 387-400 Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data
by Kang, In-Bong
- 401-415 A comparison of forecasting methods for hotel revenue management
by Weatherford, Larry R. & Kimes, Sheryl E.
- 417-434 Accuracy, usefulness and the evaluation of analysts' forecasts
by Mozes, Haim A.
- 435-451 Univariate versus multivariate time series forecasting: an application to international tourism demand
by du Preez, Johann & Witt, Stephen F.
- 453-465 Neural network forecasts of Canadian stock returns using accounting ratios
by Olson, Dennis & Mossman, Charles
- 467-475 Debiasing forecasts: how useful is the unbiasedness test?
by Goodwin, Paul & Lawton, Richard
- 477-491 Long memory time series and short term forecasts
by Man, K. S.
- 493-502 Forecasting autoregressive time series with bias-corrected parameter estimators
by Kim, Jae H.
- 503-519 On the specification of cointegrated autoregressive moving-average forecasting systems
by Poskitt, D. S.
- 521-523 Econometrics of Qualitative Dependent Variables: Christian Gourieroux, translated by Paul B. Klassen (Cambridge, U.K., Cambridge University Press, 2000). ISBN 0 521 33149 8 (hardback), 0 521 58985 1 (paperback), pp. 372
by Margolis, David N.
- 523-524 Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9
by Phillips, Robert
- 524-525 Making Social Science Matter: Why Social Inquiry Fails and How it Can Succeed Again,: Bent Flyvbjerg, Cambridge University Press, Cambridge, England, 2001, ISBN 0 521 77268 (hardback) [UK pound]37.50, $55.00 and 0 521 77568 (paperback) [UK pound]13.95, $20.00
by Wachs, Martin
- 525-527 Macroeconomics and the Real World. Volume 1: Econometric Techniques and Macroeconomics,: Roger E. Backhouse and Andrea Salanti (Eds.), Oxford University Press, New York, 2001, Paperback, 301 pages, ISBN 0199242046, $26.95
by Garcia-Ferrer, Antonio
- 527-530 A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00
by Garcia-Ferrer, Antonio
- 530-532 Eliciting and Analyzing Expert Judgment: A practical guide,: Mary A. Meyer and Jane M. Booker, ASA-SIAM Series on Statistics and Applied Probability 2001, Hardcover, 459 pages. ISBN: 0-89871-474-5, $85
by Nikolopoulos, Dr. K.
- 532-534 Practical Forecasting for Managers,: John C. Nash & Mary Nash (2001), London: Arnold and New York: Oxford University Press, 296 pages. ISBN 0 340 76238 1 Paperback [UK pound]24.99, $40.00
by Goodwin, Paul
- 534-535 Statistics in the 21st Century,: Edited by Adrian E. Rafferty, Martin A. Tanner and Martin T. Wells, Monographs on Statistics and Applied Probability, Chapman and Hall/CRC (2002), Paperback, [UK pound]24.99, $39.95, ISBN 1-58488-272-7
by Lawton, Richard
- 535-538 Quantitative Models in Marketing Research,: Philip Hans Franses and Richard Paap (Eds.), Cambridge University Press, Cambridge, UK. (2001), 206 pp. - ISBN 0-521-80166-4, [UK pound]30.00
by Trost, Robert & Silk, Julian
- 538-539 Technological Innovation and Economic Performance,: edited by Benn Steil, David Victor, Richard Nelson, A Council of Foreign Relations Book, Princeton University Press, Princeton, New Jersey, 2002, ISBN # 0-691-08874-8, $75.00
by Mastrogianis, Costas
- 539-541 20/20 Foresight Crafting Strategy in an Uncertain World,: by Hugh Courtney, Harvard Business School Press, Boston, Massachusetts, 2001. ISBN 1-57851-266-2
by Joutz, Frederick L.
- 543-544 The Effect of Collaborative Forecasting on Supply Chain Performance: Aviv, Y., 2001, Management Science, Vol. 47, No. 10, pp. 1326-1343. [aviv@olin.wustl.edu]
by Olson, John
- 544-545 Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment,: Brad M. Barber and Terrance Odean (Eds.), 2001, The Quarterly Journal of Economics, 1, pp. 262-292
by Sanders, Nada R.
2003, Volume 19, Issue 2
- 161-163 Improving our ability to predict the unusual event
by Stekler, H. O.
- 165-175 Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
by Wallis, Kenneth F.
- 177-197 Exploiting information in vintages of time-series data
by Patterson, K. D.
- 199-215 A time-distance criterion for evaluating forecasting models
by Granger, Clive W. J. & Jeon, Yongil
- 217-227 Forecast evaluation with shared data sets
by Sullivan, Ryan & Timmermann, Allan & White, Halbert
- 229-239 Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?
by Ashley, Richard
- 241-256 The influence of trend strength on directional probabilistic currency predictions
by Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C. & Macaulay, Alex
- 257-270 Predicting the outcomes of National Football League games
by Boulier, Bryan L. & Stekler, H. O.
- 271-285 A model of export sales forecasting behavior and performance: development and testing
by Winklhofer, Heidi & Diamantopoulos, Adamantios
- 287-290 Unmasking the Theta method
by Hyndman, Rob J. & Billah, Baki
- 291-298 Directional accuracy tests of long-term interest rate forecasts
by Greer, Mark
- 299-311 Forecasting the behaviour of manufacturing inventory
by Albertson, Kevin & Aylen, Jonathan
- 313-317 Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament
by Caudill, Steven B.
- 319-325 STAMP 6.0: STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik and Neil Shephard. London: Timberlake Consultants Ltd, 2000. Prices for the package, which includes GiveWin and one set of books and 1 CD, are: Single user: $850+$50sh, 5-user: $1700+sh, 10-user: $2250+sh, 20-user: $3400+sh, Unlimited: $4250+sh. Prices vary when STAMP bought in combination with other OxMetrics products. Academic discounts are also available. Head office is Timberlake Consultants Limited, Unit B3, Broomsleigh Business Park, Worsley Bridge Road, London, SE26 SBN, UK. Tel.: +44 (0)20 86973377, Fax: +44 (0)20 86973388. Email: info@timberlake.co.uk. Websites: http://www.timberlake.co.uk and (in the U.S.) http://www.timberlake-consultancy.com. Main website for STAMP is: www.STAMP-software.com
by Hallahan, Charlie
- 327-328 New-Product Diffusion Models: V. Mahajan, E. Muller and Y. Wind (Eds.), Kluwer Academic Press, Boston & Dordrecht, 2000, ISBN 0-7923-7751-6. 115.50 EUR/99.95 USD/70.00 GBP
by Fildes, Robert
- 329-330 Econometric Analysis of Seasonal Time Series: Eric Ghysels and Denise Osborn, Themes in Modern Econometrics, 2001, Cambridge University Press, Paperback: ISBN 0-521-56588-x, $25, [UK pound]17.95, Hardback: ISBN 0-521-562600, $70, [UK pound]47.50
by Sloboda, Brian W.
- 330-332 Practical Business Forecasting: Michael K. Evans, Blackwell Publishing, Oxford, 2003, pp. 483, ISBN 0-631-22065-8, $69.95
by AndersonSenior Economist, Scott
- 333-335 Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple: Arnold Zellner, Hugo A. Keuzenkamp, Michael McAleer (Editors), Cambridge University Press 2001, Hardcover, 312 pages. ISBN: 0-521-80361-6, $ 75
by Nikolopoulos, K.
- 337-337 Corrigendum to "Telecommunications demand forecasting--a review": [International Journal of Forecasting 18 (2002) 489-522]
by Fildes, Robert
2003, Volume 19, Issue 1
- 1-3 Some possible directions for future research
by Clements, Michael P.
- 5-25 Conducting a sales forecasting audit
by Moon, Mark A. & Mentzer, John T. & Smith, Carlo D.
- 27-42 Researching Sales Forecasting Practice: Commentaries and authors' response on "Conducting a Sales Forecasting Audit" by M.A. Moon, J.T. Mentzer & C.D. Smith
by Fildes, Robert & Bretschneider, Stuart & Collopy, Fred & Lawrence, Michael & Stewart, Doug & Winklhofer, Heidi & Mentzer, John T. & Moon, Mark A.
- 57-70 Using weather ensemble predictions in electricity demand forecasting
by Taylor, James W. & Buizza, Roberto
- 71-85 Forecasting consumer credit card adoption: what can we learn about the utility function?
by Qi, Min & Yang, Sha
- 87-94 Forecasting combination and encompassing tests
by Fang, Yue
- 95-110 Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy
by Ribeiro Ramos, Francisco Fernando
- 111-121 The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting
by Bewley, Ronald & Griffiths, William E.
- 123-141 Tourism forecasting: accuracy of alternative econometric models
by Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C.
- 143-148 Normalization of seasonal factors in Winters' methods
by Archibald, Blyth C. & Koehler, Anne B.
- 149-159 Small negative surprises: frequency and consequence
by Brown, Lawrence D.
2002, Volume 18, Issue 4
- 489-522 Telecommunications demand forecasting--a review
by Fildes, Robert & Kumar, V.
- 523-543 Forecasting United States-Asia international message telephone service
by Madden, Gary & Savage, Scott J. & Coble-Neal, Grant
- 545-559 IntraLATA long-distance demand: carrier choice, usage demand and price elasticities
by Kridel, Donald J. & Rappoport, Paul N. & Taylor, Lester D.
- 561-581 Forecasting telecommunication service subscribers in substitutive and competitive environments
by Jun, Duk B. & Kim, Seon K. & Park, Yoon S. & Park, Myoung H. & Wilson, Amy R.
- 583-603 Forecasting category sales and market share for wireless telephone subscribers: a combined approach
by Kumar, V. & Nagpal, Anish & Venkatesan, Rajkumar
- 605-624 Modelling multinational telecommunications demand with limited data
by Islam, Towhidul & Fiebig, Denzil G. & Meade, Nigel
- 625-646 A genetic algorithms approach to growth phase forecasting of wireless subscribers
by Venkatesan, Rajkumar & Kumar, V.
- 647-671 A hybrid system-identification method for forecasting telecommunications product demands
by Cox Jr., Louis A. & Popken, Douglas A.
- 673-695 An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system
by Tych, Wlodek & Pedregal, Diego J. & Young, Peter C. & Davies, John
2002, Volume 18, Issue 3
- 319-320 Introduction to forecasting decisions in conflict situations
by De Gooijer, Jan G.
- 321-344 Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement
by Green, Kesten C.
- 345-352 Assessing game theory, role playing, and unaided judgment
by Armstrong, J. Scott
- 353-358 Game theory's role in role-playing
by Bolton, Gary E.
- 359-368 Predictive value and the usefulness of game theoretic models
by Erev, Ido & Roth, Alvin E. & Slonim, Robert L. & Barron, Greg
- 369-374 Forecasting games: can game theory win?
by Goodwin, Paul
- 375-382 Behavioral decision making, forecasting, game theory, and role-play
by Shefrin, Hersh
- 383-387 Game theory, game theorists, university students, role-playing and forecasting ability
by Wright, George
- 389-395 Embroiled in a conflict: who do you call?
by Green, Kesten C.
- 397-407 Evaluating multivariate forecast densities: a comparison of two approaches
by Clements, Michael P. & Smith, Jeremy
- 409-419 Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
by Guermat, Cherif & Harris, Richard D. F.
- 421-438 Combined forecasts from linear and nonlinear time series models
by Terui, Nobuhiko & van Dijk, Herman K.
- 439-454 A state space framework for automatic forecasting using exponential smoothing methods
by Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone
- 455-460 ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN: 0387947191). The Professional Version is obtainable from pbrockwell@compuserve.com. Web Page of the author: http://www.stat.colostate.edu/~pjbrock/
by Lee, Junsoo & Strazicich, Mark C.
- 461-461 Book reviews: Time Series: Data Analysis and Theory, Classics Edition, David R. Brillinger, SIAM, Philadelphia, USA, 2001, Paperback, 540pp, ISBN 0-89871-501-6, $59, [UK pound]51.95
by Chatfield, Chris
- 462-463 Book review: Developments in Forecast Combination and Portfolio Choice, edited by Christian Dunis, Allan Timmermann and John Moody, Wiley, New York, 2001, Hardback, 330pp. ISBN 0-47152-165-5, $95
by Krause, Andreas
- 463-464 How to Forecast: A Guide for Business: James Morrell (2001), Aldershot: Gower, xii+201 pages. ISBN 0 566 08363 0. Hardback [UK pound]55
by Goodwin, Paul
- 464-466 Understanding Economic Forecasts: David F. Hendry and Neil R. Ericsson (MIT Press, Cambridge, 2001). ISBN 0-262-08304-3, pp. 210, $27.95
by Marquez, Jaime
- 467-468 Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7
by Planas, Christophe
- 468-478 Principles of Forecasting: A Handbook for Researchers and Practitioners: J. Scott Armstrong (Ed.), (2001), Boston: Kluwer Academic Publishers, 849 pages. Hardback: ISBN: 0-7923-7930-6; $190, [UK pound]133, [euro;]210.00, Paperback: ISBN: 07923-7401-0; $95; [UK pound]66.50, [euro;]105
by Goodwin, Paul & Ord, J. Keith & Oller, Lars-Erik & Sniezek, Janet A. & Leonard, Mike
- 479-480 Research on Forecasting
by Diamantopoulos, A.
- 481-482 Research on Forecasting
by Adya, Monica
- 482-483 "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus": Batchelor, Roy (2001), Applied Economics, 33, pp. 225-235. E-mail address: R.A.Batchelor@city.bc.uk
by Armstrong, J. Scott
2002, Volume 18, Issue 2
- 163-165 Introduction
by Baillie, R. & Crato, N. & Ray, B. K.
- 167-179 Multistep forecasting of long memory series using fractional exponential models
by Hurvich, Clifford M.
- 181-206 Computation of the forecast coefficients for multistep prediction of long-range dependent time series
by Bhansali, R. J. & Kokoszka, P. S.
- 207-214 Bayesian prediction for vector ARFIMA processes
by Ravishanker, Nalini & Ray, Bonnie K.
- 215-226 Modeling and forecasting from trend-stationary long memory models with applications to climatology
by Baillie, Richard T. & Chung, Sang-Kuck
- 227-241 On robust local polynomial estimation with long-memory errors
by Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp
- 243-264 Inflation, forecast intervals and long memory regression models
by Bos, Charles S. & Franses, Philip Hans & Ooms, Marius
- 265-281 A class of nearly long-memory time series models
by Breidt, F. Jay & Hsu, Nan-Jung
- 283-290 Predicting the distribution function for long-memory processes
by Ghosh, Sucharita & Draghicescu, Dana
- 291-297 A note on moving average forecasts of long memory processes with an application to quality control
by Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K.
- 299-313 Bias in the memory parameter for different sampling rates
by Souza, Leonardo R. & Smith, Jeremy
2002, Volume 18, Issue 1
- 5-18 Forecasting for inventory control with exponential smoothing
by Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith
- 19-30 A new approach to modelling and forecasting monthly guest nights in hotels
by Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas
- 31-44 Forecasting performance of seasonal cointegration models
by Lof, Marten & Lyhagen, Johan
- 45-65 Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract
by Heaney, Richard
- 67-83 A comparison of the accuracy of short term foreign exchange forecasting methods
by Meade, Nigel
- 85-105 Increasing the transparency of macroeconometric forecasts: a report from the trenches
by Heilemann, Ullrich
- 107-115 Do revisions improve forecasts?
by Cho, Dong W.
- 117-123 Seasonal adjustment of inventory demand series: a case study
by Gardner, Everette Jr. & Diaz-Saiz, Joaquin
- 125-130 Bootstrap prediction intervals for single period regression forecasts
by Lam, J. -P. & Veall, M. R.
- 131-151 Victor Zarnowitz: An interview with the International Journal of Forecasting
by Klein, Philip A.
- 153-154 Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback)
by Copeland, Laurence
- 155-156 Data Mining in Finance: Advances in Relational and Hybrid Methods: Boris Kovalerchuk and Evgenii Vityaev (Eds.), Kluwer Academic Publishers, Norwell, Massachusetts, 2000, HB US $120, ISBN 0-7923-7804-0
by Cowan, Adrian M.
- 157-158 Predictive Modular Neural Networks - Applications to Time Series
by Monforte, Frank A.
- 158-159 Forecasting: Methods and Applications, by Spyros Makridakis, Steven C. Wheelwright and Rob J. Hyndman. Third edition. John Wiley and Sons, 1998, 642pp, ISBN 0-471-53233-9. [UK pound]29.95, $90.65
by Faria, Alvaro Jr.
- 159-161 Forecasting with Judgment: George Wright and Paul Goodwin (Eds.) (1998) Chichester: Wiley. 297 pages. ISBN 0 471 97014 X Hardback: [UK pound]55.00, $165.00
by Harries, Clare
2001, Volume 17, Issue 4
2001, Volume 17, Issue 3
- 329-332 Introduction
by Holden, Ken & Klein, Philip A. & Lahiri, Kajal
- 333-348 A framework for measuring international business cycles
by Banerji, Anirvan & Hiris, Lorene
- 349-368 Business cycle measurement in the presence of structural change: international evidence
by Krolzig, Hans-Martin
- 369-382 Cyclical aspects of business cycle turning points
by Sarlan, Haldun
- 383-401 Predicting US recessions with leading indicators via neural network models
by Qi, Min
- 403-417 Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
by Layton, Allan P. & Katsuura, Masaki
- 419-432 How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth
by Loungani, Prakash
- 433-445 Measuring and forecasting asymmetries in employment cycles with US labor market applications
by Pfann, Gerard A.
- 447-458 What determines inflation in the US, job growth or unemployment?
by Guha, Debashis & Visviki, Dimitra
- 459-482 Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence
by Sarantis, Nicholas
- 499-515 Forecasting Australia's economic performance during the Asian crisis
by Summers, Peter M.
- 517-532 A growth cycle characterisation and forecasting of the Spanish economy: 1970-1998
by Garcia-Ferrer, Antonio & Queralt, Ricardo & Blazquez, Cristina
2001, Volume 17, Issue 2
- 143-157 Automatic identification of time series features for rule-based forecasting
by Adya, Monica & Collopy, Fred & Armstrong, J. Scott & Kennedy, Miles
- 159-169 Setting accuracy targets for short-term judgemental sales forecasting
by Bunn, Derek W. & Taylor, James W.
- 171-180 Regional multi-family housing start forecast accuracy
by Fullerton, Thomas Jr. & Laaksonen, Mika M. & West, Carol T.
- 181-201 Macroeconomic forecasts and the nature of economic shocks in Germany
by Dopke, Jorg
- 203-230 Structural breaks, ARIMA model and Finnish inflation forecasts
by Junttila, Juha
- 231-245 Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry
by Herwartz, Helmut
- 247-267 Bootstrapping prediction intervals for autoregressive models
by Clements, Michael P. & Taylor, Nick
- 269-286 Forecasting models and prediction intervals for the multiplicative Holt-Winters method
by Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith
- 287-293 Further results on focus forecasting vs. exponential smoothing
by Gardner, Everette Jr. & Anderson-Fletcher, Elizabeth A. & Wicks, Angela M.
- 295-297 Irrational Exuberance: Robert Shiller, Princeton University Press, Princeton, 2000. Hardcover, 296 pages, ISBN 0-691-05062-7, $27.95
by Stekler, H. O.
- 297-299 Tourism Demand Modelling and Forecasting. Modern Econometric Approaches,: Haiyan Song and Stephen F. Witt (1999) (Elsevier Science Ltd.) ISBN 0-08-043673-0, pp. 178. Hardback, US$75, euro 70.34
by Pedregal, Diego J.
- 299-301 Time Series Analysis and its Applications: Robert H. Shumway and David S. Stoffer; Springer Texts in Statistics; 2000, Springer-Verlag; [UK pound]55, US$79.95, ISBN 0-387-98950-1
by Lawton, Richard
- 301-302 Time Series Analysis and Forecasting with Applications of SAS and SPSS: Robert Yaffee and Monnie McGee (contributor), (2000) San Diego: Academic Press. 496 pages. ISBN 0 127 67870 0 Hardback: [UK pound]29.95, $69.95
by Koehler, Anne B.
- 302-303 Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95
by Davidson, James
- 305-317 Software reviews
by Gencay, Ramazan & Selcuk, Faruk
- 317-322 Software reviews
by Tashman, Len & Gros, Mirco
- 323-325 Diebold, F.X. and Kilian, L. (2000) Unit-root tests are useful for selecting forecasting models. Journal of Business and Economic Statistics, 18, 265-273
by Allen, P. Geoffrey
2001, Volume 17, Issue 1
- 1-9 George Box: An interview with the International Journal of Forecasting
by Pena, Daniel
- 11-29 The trading profitability of forecasts of the gilt-equity yield ratio
by Brooks, Chris & Persand, Gita
- 45-56 Benchmarks and the accuracy of GARCH model estimation
by Brooks, Chris & Burke, Simon P. & Persand, Gita
- 57-69 Neural network forecasting of Canadian GDP growth
by Tkacz, Greg
- 71-82 Long lead-time forecasting of UK air passengers by Holt-Winters methods with damped trend
by Grubb, Howard & Mason, Alexina
- 83-103 Effects of parameter estimation on prediction densities: a bootstrap approach
by Pascual, Lorenzo & Romo, Juan & Ruiz, Esther
- 105-120 The forecasting accuracy and determinants of football rankings
by Lebovic, James H. & Sigelman, Lee
- 121-128 Forecasting market shares from models for sales
by Fok, Dennis & Franses, Philip Hans
- 130-133 Methodology and Tacit Knowledge: Two Experiments in Econometrics: Jan R. Magnus and Mary S. Morgan (John Wiley, New York, 1999). ISBN: 0471982970, pp. 426, [UK pound]55
by Marquez, Jaime
- 133-134 Forecasting Non-stationary Economic Time Series: Michael P. Clements, and David F. Hendry, The MIT Press, Cambridge, Massachusetts, 1999, ISBN 0-262-03272-4, US $35 (Hardback)
by Oller, Lars-Erik
- 135-139 A Study of Recidivism of Serious and Persistent Offenders Among Adolescents: Brent B. Benda and Connie L. Tollett, 1999; Journal of Criminal Justice, Vol. 27, No. 2, pp. 111-126
by Caulkins, Jonathan P.
- 139-140 On Forecasting Exchange Rates Using Neural Networks: P.H. Franses and P.V. Homelen, 1998, Applied Financial Economics, 8, 589-596
by Balkin, Sandy
- 141-142 Henri Theil, 1924-2000
by Clements, Kenneth W.
2000, Volume 16, Issue 4
- 433-436 The M3-Competition1
by Ord, Keith & Hibon, Michele & Makridakis, Spyros
- 437-450 Out-of-sample tests of forecasting accuracy: an analysis and review
by Tashman, Leonard J.
- 451-476 The M3-Competition: results, conclusions and implications
by Makridakis, Spyros & Hibon, Michele
- 477-484 An application of rule-based forecasting to a situation lacking domain knowledge
by Adya, Monica & Armstrong, J. Scott & Collopy, Fred & Kennedy, Miles
- 485-496 The use of an expert system in the M3 competition
by Flores, Benito E. & Pearce, Stephen L.
- 497-508 Automatic ARIMA modeling including interventions, using time series expert software
by Melard, G. & Pasteels, J. -M.
- 509-515 Automatic neural network modeling for univariate time series
by Balkin, Sandy D. & Ord, J. Keith
- 517-519 A note on the Robust Trend and ARARMA methodologies used in the M3 Competition
by Meade, Nigel
- 521-530 The theta model: a decomposition approach to forecasting
by Assimakopoulos, V. & Nikolopoulos, K.
- 531-531 Commercially available software and the M3-Competition
by Ord, Keith
- 531-533 The AUTOBOX system
by Reilly, David
- 533-535 The Forecast Pro methodology
by Goodrich, Robert L.
- 535-535 John Galt's ForecastX Engine
by Omrod, Anne
- 536-536 The PP (Autocast) System
by Levenbach, Hans
- 536-537 SmartForecasts' Automatic Forecasting System
by Smart, Charles N.
2000, Volume 16, Issue 3
- 293-315 The accuracy of European growth and inflation forecasts
by Oller, Lars-Erik & Barot, Bharat
- 317-331 Forecasting sport: the behaviour and performance of football tipsters
by Forrest, David & Simmons, Robert
- 333-347 Estimating non-linear ARMA models using Fourier coefficients
by Ludlow, Jorge & Enders, Walter
- 349-357 Is it safe to assume that software is accurate?
by McCullough, B. D.
- 359-368 Sales forecasting practices of Egyptian public enterprises: survey evidence
by Mady, M. Tawfik
- 369-382 Sales forecasting updates: how good are they in practice?
by Lawrence, Michael & O'Connor, Marcus
- 383-397 Sales forecasts for existing consumer products and services: Do purchase intentions contribute to accuracy?
by Armstrong, J. Scott & Morwitz, Vicki G. & Kumar, V.
- 399-421 Forecasting market share using predicted values of competitive behavior: further empirical results
by Klapper, Daniel & Herwartz, Helmut
- 423-425 Macroeconomic Forecasting: A Sociological Appraisal: by Robert Evans. Routledge Studies in the Modern World Economy, Routledge, 1999, 256 pp, [UK pound]55 (Hbk), ISBN 0-415-20694-4
by Porojan, Anca
- 425-426 Forecasting Economic Time Series, Clements, Michael P. and Hendry, David, F., Cambridge University Press, Cambridge, England, 1998, HB US $ 69.95, ISBN 0-521-63242-0, PB US$ 25.95, ISBN 0-521-63242-0
by Oller, Lars-Erik
- 426-427 The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)
by Franses, P. H. B. F.
- 427-429 Bayesian Inference in Dynamic Econometric Models: Luc Bauwens, Michel Lubrano and Jean-Francois Richard, Oxford University Press, Oxford, 1999, Hardback ISBN 0-19-877312-9, [UK pound]45.00, Paperback ISBN 0-19-877313-7, [UK pound]19.95
by Kanetkar, Vinay
- 429-430 Judgment and Decision Making: An Interdisciplinary Reader: Second edition, Terry Connolly, Hal R. Arkes and Kenneth R. Hammond (Eds.), Cambridge University Press, 2000. Paperback: ISBN 0-521-62602-1, [UK pound]24.95 ($34.95); Hardback: ISBN: 0-521-62355-3, [UK pound]60.00 ($84.95)
by Goodwin, Paul
2000, Volume 16, Issue 2
- 147-148 What does it take to achieve adoption in sales forecasting?
by Lawrence, Michael
- 149-172 A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers
by Thomas, Lyn C.
- 173-190 Forecasting stock indices: a comparison of classification and level estimation models
by Leung, Mark T. & Daouk, Hazem & Chen, An-Sing
- 207-227 Forecasting OECD industrial turning points using unobserved components models with business survey data
by Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos
- 229-246 A method for spatial-temporal forecasting with an application to real estate prices
by Pace, R. Kelley & Barry, Ronald & Gilley, Otis W. & Sirmans, C. F.
- 247-260 Comparing seasonal components for structural time series models
by [Reference to Proietti], Tommaso
- 261-275 Correct or combine? Mechanically integrating judgmental forecasts with statistical methods
by Goodwin, Paul
- 283-286 Business Cycles: Durations, Dynamics and Forecasting: Francis X. Diebold and Glenn D. Rudebusch, Princeton University Press, Princeton 1999. Hardcover, 420 pages. ISBN: 0-691-01218-0, $49.50
by Garcia-Ferrer, Antonio
- 286-288 Econometric Business Cycle Research: Jan Jacobs, Kluwer Academic Publishers, Boston, 1997. Hardcover, 228 pages. ISBN; 0-7923-8254-4, $100
by Garcia-Ferrer, Antonio
- 288-289 Empirical Modelling in Economics: Specification and Evaluation: Clive W. J. Granger, (Cambridge University Press, 1999) 108 pages, Paperback: ISBN 0-521 77825-5 [UK pound]9.95 ($15.95).Hardback: ISBN 0-521-66208-7 [UK pound]30.00 ($49.95)
by Webber, D. J.
- 289-291 Trouble in Paradise? Europe in the 21st Century: Steven Philip Kramer and Irene Kyriakopoulos (Washington, DC: National Defense University Press, 1996)
by Bucken-Knapp, Gregg
2000, Volume 16, Issue 1
Printed from https://ideas.repec.org/s/eee/intfor10.html
