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
2006, Volume 22, Issue 2
- 203-222 Forecasting traffic accidents using disaggregated data
by Garcia-Ferrer, A. & de Juan, A. & Poncela, P.
- 223-238 Coherent forecasting in integer time series models
by Jung, Robert C. & Tremayne, A.R.
- 239-247 Exponential smoothing model selection for forecasting
by Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B.
- 249-265 Forecasting with genetically programmed polynomial neural networks
by de Menezes, Lilian M. & Nikolaev, Nikolay Y.
- 267-281 Aggregation effect and forecasting temporal aggregates of long memory processes
by Man, K.S. & Tiao, G.C.
- 283-300 Using extreme value theory to measure value-at-risk for daily electricity spot prices
by Fong Chan, Kam & Gray, Philip
- 301-315 Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach
by Chow, Hwee Kwan & Choy, Keen Meng
- 317-339 When Wall Street conflicts with Main Street--The divergent movements of Taiwan's leading indicators
by Chen, Shyh-Wei & Shen, Chung-Hua
- 341-361 The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
by Rapach, David E. & Wohar, Mark E.
- 363-372 The longer-horizon predictability of German stock market volatility
by Raunig, Burkhard
- 373-393 A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts
by Davies, Antony
- 395-401 Forecast accuracy and product differentiation of Japanese Institutional Forecasters
by Ashiya, Masahiro
- 403-405 Ian T. Jolliffe and David B. Stephenson, Forecast Verification: A Practitioner's Guide in Atmospheric Science, John Wiley and Sons, Chichester (2003) ISBN 0-471-49759-2
by Stevenson, Maxwell
- 405-407 Hans Levenbach and James P. Cleary, Forecasting: Practice and process for demand management, Thomson, Duxbury, Belmont (2006) ISBN 0-534-26268-6 Hardcover (software enclosed), 622 pp.
by Syntetos, Aris A.
- 407-408 Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages
by Van Dijk, Dick
- 408-409 Arnold Zellner, Statistics, Econometrics and Forecasting. The Stone Lectures in Economics, Cambridge University Press (2004) 163 pp, ISBN 0 521 54044 5 (paperback), $24.99, ISBN 0 521 83287 X (hardback), $70
by Oller, Lars-Erik
- 409-410 Ray C. Fair, Estimating How the Economy Works, Harvard University Press, Cambridge MA, USA (2004) ISBN 0674-01546-0 295 pp., $65
by Stekler, H.O.
2006, Volume 22, Issue 1
- 1-16 A comparison of univariate methods for forecasting electricity demand up to a day ahead
by Taylor, James W. & de Menezes, Lilian M. & McSharry, Patrick E.
- 17-28 Forecasting electricity demand using generalized long memory
by Soares, Lacir Jorge & Souza, Leonardo Rocha
- 29-42 Density forecasting for weather derivative pricing
by Taylor, James W. & Buizza, Roberto
- 43-56 Short-term prediction of wind energy production
by Sanchez, Ismael
- 57-71 Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting
by Li, Gang & Song, Haiyan & Witt, Stephen F.
- 73-89 On a threshold heteroscedastic model
by Chen, Cathy W.S. & So, Mike K.P.
- 91-107 MCMC methods for comparing stochastic volatility and GARCH models
by Gerlach, Richard & Tuyl, Frank
- 109-123 The relationships between sentiment, returns and volatility
by Wang, Yaw-Huei & Keswani, Aneel & Taylor, Stephen J.
- 125-135 When do forecasters disagree? An assessment of German growth and inflation forecast dispersion
by Dopke, Jorg & Fritsche, Ulrich
- 137-151 Are there any reliable leading indicators for US inflation and GDP growth?
by Banerjee, Anindya & Marcellino, Massimiliano
- 153-168 Predictability of large future changes in major financial indices
by Sornette, Didier & Zhou, Wei-Xing
- 169-180 Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes
by Zhou, YanYan & Roy, Anindya
- 181-194 Modulated cycles, an approach to modelling periodic components from rapidly sampled data
by Pedregal, Diego J. & Young, Peter C.
- 195-196 Nong Ye, Editor, The Handbook of Data Mining, Lawrence Earlbaum Associates (2003) US$149.95, 720 pages
by McCullough, B.D.
- 196-198 Michael P. Clements, Evaluating Econometric Forecasts of Economic and Financial Variables, Palgrave Texts in Econometrics, 2005, 173 pp, ISBN 1-4039-0173-2 (paperback), [UK pound]19.99, ISBN 1-4039-0172-4 (hardback), [UK pound]50
by Oller, Lars-Erik
- 198-199 Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99
by Milas, Costas
- 201-201 Comments on the attribution of an intermittent demand estimator
by Syntetos, Aris A. & Boylan, John E.
2005, Volume 21, Issue 4
- 623-625 Introduction to nonlinearities, business cycles, and forecasting
by Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther
- 627-645 The Marshallian macroeconomic model: A progress report
by Zellner, Arnold & Israilevich, Guillermo
- 647-650 Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich
by Espasa, Antoni
- 651-662 Some methods for assessing the need for non-linear models in business cycle analysis
by Engel, J. & Haugh, D. & Pagan, A.
- 663-666 Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"
by Perez Quiros, Gabriel
- 667-686 Growth, cycles and convergence in US regional time series
by Carvalho, Vasco M. & Harvey, Andrew C.
- 687-689 Growth, cycles, and convergence in US regional time series: A personal point of view
by Jerez, Miguel & Casals, Jose & Sotoca, Sonia
- 691-710 Combining filter design with model-based filtering (with an application to business-cycle estimation)
by Kaiser, Regina & Maravall, Agustin
- 711-715 Comments on "Combining filter design with model-based filtering"
by Fernandez-Macho, Javier
- 717-727 A note on multi-step forecasting with functional coefficient autoregressive models
by Harvill, Jane L. & Ray, Bonnie K.
- 729-730 A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray
by Crato, Nuno
- 731-748 Detecting nonlinearity in time series by model selection criteria
by Pena, Daniel & Rodriguez, Julio
- 749-754 On model selection criteria as a starting point for sequential detection of non-linearity
by Bos, Charles S. & Justel, Ana
- 755-774 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.
- 775-780 Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination"
by Novales, Alfonso
- 781-783 Reply
by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.
- 785-794 Forecasting aggregates using panels of nonlinear time series
by Fok, Dennis & van Dijk, Dick & Franses, Philip Hans
- 795-797 Comments on Fok, van Dijk and Franses's paper: "Forecasting aggregates using panels of nonlinear time series"
by del Hoyo, J.
2005, Volume 21, Issue 3
- 397-409 The M3 competition: Statistical tests of the results
by Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O.
- 411-423 Forecasting support systems for the incorporation of event information: An empirical investigation
by Webby, Richard & O'Connor, Marcus & Edmundson, Bob
- 425-434 Large neural networks for electricity load forecasting: Are they overfitted?
by Hippert, H.S. & Bunn, D.W. & Souza, R.C.
- 435-462 Forecasting electricity prices for a day-ahead pool-based electric energy market
by Conejo, Antonio J. & Contreras, Javier & Espinola, Rosa & Plazas, Miguel A.
- 463-472 Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence
by Green, Kesten C.
- 473-489 Performance evaluation of judgemental directional exchange rate predictions
by Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek
- 491-501 A monthly crude oil spot price forecasting model using relative inventories
by Ye, Michael & Zyren, John & Shore, Joanne
- 503-523 Coincident and leading indicators for the euro area: A frequency band approach
by Rua, Antonio & Nunes, Luis C.
- 525-537 Measuring and predicting turning points using a dynamic bi-factor model
by Kholodilin, Konstantin A. & Yao, Vincent W.
- 539-550 Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models
by Ortega, Jose Antonio & Poncela, Pilar
- 551-564 Odds-setters as forecasters: The case of English football
by Forrest, David & Goddard, John & Simmons, Robert
- 565-576 Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts
by Andersson, Patric & Edman, Jan & Ekman, Mattias
- 577-594 Clustered panel data models: an efficient approach for nowcasting from poor data
by Mouchart, Michel & Rombouts, Jeroen V.K.
- 595-607 Forecasting with measurement errors in dynamic models
by Harrison, Richard & Kapetanios, George & Yates, Tony
- 609-616 Software evaluation: EasyReg International
by Choi, Hwan-sik & Kiefer, Nicholas M.
- 617-618 Comments on a patented bootstrapping method for forecasting intermittent demand
by Gardner, Everette Jr. & Koehler, Anne B.
- 619-620 Author's response to Koehler and Gardner
by Willemain, Thomas R. & Smart, Charles N. & Schwarz, Henry
2005, Volume 21, Issue 2
- 199-200 The IJF, the Institute and forecasting software
by Fildes, Robert
- 201-218 Non-parametric direct multi-step estimation for forecasting economic processes
by Chevillon, Guillaume & Hendry, David F.
- 219-235 Bootstrap prediction intervals for power-transformed time series
by Pascual, Lorenzo & Romo, Juan & Ruiz, Esther
- 237-248 Bootstrap prediction intervals for ARCH models
by Reeves, Jonathan J.
- 249-260 Content horizons for conditional variance forecasts
by Galbraith, John W. & KI[#x1e63]Inbay, Turgut
- 261-277 Predicting real growth and the probability of recession in the Euro area using the yield spread
by Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan
- 279-289 Computing level-impulse responses of log-specified VAR systems
by Wieringa, Jaap E. & Horvath, Csilla
- 291-302 Forecasting using the trend model with autoregressive errors
by Falk, Barry & Roy, Anindya
- 303-314 The accuracy of intermittent demand estimates
by Syntetos, Aris A. & Boylan, John E.
- 315-330 Bayesian predictions of low count time series
by McCabe, B.P.M. & Martin, G.M.
- 331-340 Regression models for forecasting goals and match results in association football
by Goddard, John
- 341-362 A dynamic artificial neural network model for forecasting time series events
by Ghiassi, M. & Saidane, H. & Zimbra, D.K.
- 363-375 On the predictive content of production surveys: A pan-European study
by Lemmens, Aurelie & Croux, Christophe & Dekimpe, Marnik G.
- 377-389 Business survey data: Do they help in forecasting GDP growth?
by Hansson, Jesper & Jansson, Per & Lof, Marten
- 391-392 In: Bruce L. Bowerman, Richard T. O'Connell and Anne B. Koehler, Editors, Forecasting, time series, and regression: an applied approach (4th edition), Duxbury Press (2005) ISBN 0-534-40977-6 686 pages
by Sloboda, Brian
- 392-394 Market response models: econometric and time series analysis (second edition)
by Raeside, Robert
- 394-394 In: J. Knight and S. Satchell, Editors, Forecasting volatility in the financial markets, Butterworth-Heinemann (2002) ISBN 0750655151 Hardcover, [Ukpound]60, 420 pages
by Nikolopoulos, K.
- 394-395 In: G. Peter Zhang, Editor, Neural networks in business forecasting, Idea Group Inc. (2003) ISBN 1591401763 Hardcover, 310 pages. $79.95
by Nikolopoulos, K.
- 395-395 Advances in business and management forecasting
by Nikolopoulos, K.
2005, Volume 21, Issue 1
- 1-1 Editorial
by Hyndman, Rob J.
- 3-14 Judgmental forecasting in the presence of loss functions
by Lawrence, Michael & O'Connor, Marcus
- 15-24 To combine or not to combine: selecting among forecasts and their combinations
by Hibon, Michele & Evgeniou, Theodoros
- 25-36 Decomposition by causal forces: a procedure for forecasting complex time series
by Armstrong, J. Scott & Collopy, Fred & Yokum, J. Thomas
- 37-51 An empirical comparison of default risk forecasts from alternative credit rating philosophies
by Rosch, Daniel
- 53-71 Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
by Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan
- 73-85 Alternative methods of forecasting risks in Naval manpower planning
by Jaffry, Shabbar & Capon, Nick
- 87-102 The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
by Franses, Philip Hans & van Dijk, Dick
- 103-117 A direct test of the information content of the OECD growth forecasts
by Vuchelen, Jef & Gutierrez, Maria-Isabel
- 119-136 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
by Hubrich, Kirstin
- 137-166 Macro variables and international stock return predictability
by Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper
- 167-183 Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
by Awartani, Basel M.A. & Corradi, Valentina
- 185-198 Value Line and I/B/E/S earnings forecasts
by Ramnath, Sundaresh & Rock, Steve & Shane, Philip
2004, Volume 20, Issue 4
- 523-524 Editorial Announcement
by De Gooijer, Jan G.
- 525-527 Damped seasonality factors: Introduction
by Armstrong, J. Scott
- 529-549 Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program
by Miller, Don M. & Williams, Dan
- 551-556 Seasonal adjustment perspectives on "Damping seasonal factors: shrinkage estimators for the X-12-ARIMA program"
by Findley, David F. & Wills, Kellie C. & Monsell, Brian C.
- 557-560 Implementation issues on shrinkage estimators for seasonal factors within the X-11 seasonal adjustment method
by Ladiray, Dominique & Quenneville, Benoit
- 561-563 The interaction between trend and seasonality
by Hyndman, Rob J.
- 565-566 Comments on damped seasonal factors and decisions by potential users
by Koehler, Anne B.
- 567-568 Shrinking: When and how?
by Ord, Keith
- 569-571 Response to the commentaries
by Miller, Don & Williams, Dan
- 573-587 An Analytic Network Process model for financial-crisis forecasting
by Niemira, Michael P. & Saaty, Thomas L.
- 589-609 A comparison of financial duration models via density forecasts
by Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David
- 611-627 Forecasting economic time series with unconditional time-varying variance
by Van Bellegem, Sebastien & von Sachs, Rainer
- 629-645 Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
by Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Mishra, Santosh
- 647-657 The impact of institutional change on forecast accuracy: A case study of budget forecasting in Washington State
by Deschamps, Elaine
- 659-670 Linear prediction of temporal aggregates under model misspecification
by Man, K. S.
- 671-681 Evaluating consumer sentiments as predictors of UK household consumption behavior: Are they accurate and useful?
by Easaw, Joshy Z. & Heravi, Saeed M.
- 683-695 Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
by Wang, Zijun & Bessler, David A.
- 697-711 The value of statistical forecasts in the UK association football betting market
by Dixon, Mark J. & Pope, Peter F.
- 713-730 Bayesian time series analysis of periodic behaviour and spectral structure
by McCoy, E. J. & Stephens, D. A.
- 732-733 How can you tell in advance whether you are going to get truly expert forecasts?
by Frank Yates, J. & Onkal, Dilek
- 733-734 Leading indicator tourism forecasts,: Kulendran, Nada and Stephen F. Witt, Tourism Management, 2003, 24, 503-510. Corresponding author: J.Nash@surrey.ac.uk
by Law, Rob
- 734-736 Earnings skewness and analyst forecast bias: Gu Zhaoyang and Joanna Shuang Wu, 2003, Journal of Accounting and Economics, 35, 5-29
by Krishnan, Murugappa
- 736-737 Comparison of some Statistical Methods of Probabilistic Forecasting of ENSO: S.J. Mason and G.M. Mimmack, Journal of Climate, 15, 8-29
by Skouras, Spyros
- 737-738 The State of Macroeconomic Forecasting: Robert Fildes and Herman Stekler, Journal of Macroeconomics, 2002 24, 435-468. Corresponding author: hstekler@gwu.edu
by Bachmeier, Lance
- 738-739 Technical efficiency-based selection of learning cases to improve forecasting accuracy of neural networks under monotonicity assumption: Parag C. Pendharkar and James A. Rodger, Decision Support Systems (36)
by Zhao, Lin
- 740-741 Reaping benefits from management research: Lessons from the forecasting principles project, J. Scott Armstrong and Ruth A. Pagell, 2003, Interfaces 33 (6) 89-111
by Hubbard, Raymond
2004, Volume 20, Issue 3
- 375-387 A new approach to forecasting intermittent demand for service parts inventories
by Willemain, Thomas R. & Smart, Charles N. & Schwarz, Henry F.
- 391-409 Effects of judges' forecasting on their later combination of forecasts for the same outcomes
by Harvey, Nigel & Harries, Clare
- 411-425 How costly is it to ignore breaks when forecasting the direction of a time series?
by Pesaran, M. Hashem & Timmermann, Allan
- 427-434 Forecasting discrete valued low count time series
by Freeland, R. K. & McCabe, B. P. M.
- 435-446 Linear versus neural network forecasts for European industrial production series
by Heravi, Saeed & Osborn, Denise R. & Birchenhall, C. R.
- 447-460 Bridge models to forecast the euro area GDP
by Baffigi, Alberto & Golinelli, Roberto & Parigi, Giuseppe
- 461-473 The evolution of consensus in macroeconomic forecasting
by Gregory, Allan W. & Yetman, James
- 475-485 The structural qualitative method: a promising forecasting tool for developing country markets
by Naik, Gopal
- 487-502 Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
by Souza, Leonardo R. & Smith, Jeremy
- 503-514 Parameter estimation and tests of equal forecast accuracy between non-nested models
by McCracken, Michael W.
- 515-522 Time Series Modelling using TSMod 3.24
by Bos, Charles S
2004, Volume 20, Issue 2
- 169-183 Forecasting economic and financial time-series with non-linear models
by Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R.
- 185-199 Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
by Corradi, Valentina & Swanson, Norman R.
- 201-217 Flexible regression models and relative forecast performance
by Dahl, Christian M. & Hylleberg, Svend
- 219-236 A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
by Clements, Michael P. & Galvao, Ana Beatriz
- 237-253 Forecasting threshold cointegrated systems
by De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni
- 255-271 Forecasting unemployment using an autoregression with censored latent effects parameters
by Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn
- 273-286 Volatility forecasting with smooth transition exponential smoothing
by Taylor, James W.
- 287-303 Extreme value theory and Value-at-Risk: Relative performance in emerging markets
by Gencay, Ramazan & Selcuk, Faruk
- 305-320 The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
by Boero, Gianna & Marrocu, Emanuela
- 321-342 Forecasting with a nonlinear dynamic model of stock returns and industrial production
by Bradley, Michael D. & Jansen, Dennis W.
- 343-357 Domestic and international influences on business cycle regimes in Europe
by Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris
- 359-372 Forecasting EMU macroeconomic variables
by Marcellino, Massimliano
2004, Volume 20, Issue 1
- 1-3 Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
by Ord, Keith
- 5-10 Forecasting seasonals and trends by exponentially weighted moving averages
by Holt, Charles C.
- 11-13 Author's retrospective on 'Forecasting seasonals and trends by exponentially weighted moving averages'
by Holt, Charles C.
- 15-27 Efficient market hypothesis and forecasting
by Timmermann, Allan & Granger, Clive W. J.
- 29-39 The effects of feedback on judgmental interval predictions
by Bolger, Fergus & Onkal-Atay, Dilek
- 41-52 Distance and prediction error variance constraints for ARMA model portfolios
by Chenoweth, Timothy & Dowling, Karen & Hubata, Robert & St. Louis, Robert
- 53-67 Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
by Thomakos, Dimitrios D. & Guerard, John Jr.
- 69-84 Combining time series models for forecasting
by Zou, Hui & Yang, Yuhong
- 85-97 Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
by Kim, Jae H.
- 99-114 Sales forecasting using longitudinal data models
by Frees, Edward W. & Miller, Thomas W.
- 115-129 Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
by Ng, Hock Guan & McAleer, Michael
- 131-135 AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality
by Oliveira, M. M. & Mexia, J. T.
- 137-139 Applied time series modelling and forecasting: Richard Harris and Robert Sollis, John Wiley and Sons, Chichester, 2003, Paperback, 302 pages. ISBN 0-470-84443-4, [UK pound]24.95, $59.95
by Sloboda, Brian
- 139-139 Introduction to econometrics: Christopher Dougherty (2nd edition), Oxford University Press, 2002, Paperback, 424 pages. ISBN: 0198776438, [UK pound]27.99
by Nikolopoulos, K.
- 139-141 Time series analysis by state space methods: J. Durbin and S.J. Koopman, Oxford Statistical Series 24, 2001, Oxford University Press, ISBN 0-19-852354-8, 254 pages, price: [UK pound]36.00 (hardback)
by Poncela, Pilar
- 142-143 Analysis of panel data: Second Edition, Cheng Hsiao, Cambridge University Press, Cambridge, United Kingdom, 2003, ISBN 0-521-81855-9, 382 pages, [UK pound]21.95
by Ribar, David C.
- 143-144 Elicitation of expert opinions for uncertainty and risk: Bilal M. Ayyub, CRC Press 2001, Hardcover, 328 pages. ISBN: 0-8493-1087-3, $84.95
by Nikolopoulos, K.
- 144-148 Environmental Foresight and Models: A Manifesto: Edited by M.B. Beck, Elsevier Science, Oxford, 2003. 473 pp.; $120, ISBN 0-080-44086-X
by Allen, P. Geoffrey
- 149-150 The analysis of sports forecasting: Modeling parallels between sports gambling and financial markets: William S. Mallios, Kluwer Academic Publishers, Boston & Dordrecht, 2000, 312 pages, ISBN 0-7923-7713-3, $138.50
by Simmons, Rob
- 151-161 A review of Stata 8.1 and its time series capabilities
by Baum, Christopher F.
2003, Volume 19, Issue 4
- 551-555 Introduction to crime forecasting
by Gorr, Wilpen & Harries, Richard
- 557-566 Modelling and predicting recorded property crime trends in England and Wales--a retrospective
by Harries, Richard
- 567-578 Forecasting residential burglary
by Deadman, Derek
- 579-594 Short-term forecasting of crime
by Gorr, Wilpen & Olligschlaeger, Andreas & Thompson, Yvonne
- 595-601 Simple indicators of crime by time of day
by Felson, Marcus & Poulsen, Erika
- 603-622 Criminal incident prediction using a point-pattern-based density model
by Liu, Hua & Brown, Donald E.
- 623-634 Predicting the geo-temporal variations of crime and disorder
by Corcoran, Jonathan J. & Wilson, Ian D. & Ware, J. Andrew
- 635-653 The non-normality of some macroeconomic forecast errors
by Harvey, David I. & Newbold, Paul
- 655-667 Evaluating FOMC forecasts
by Gavin, William T. & Mandal, Rachel J.
- 669-684 Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
by Miller, Don M. & Williams, Dan
- 685-700 The business cycle in the G-7 economies
by Duarte, Agustin & Holden, Ken
- 701-713 Forecasting the New York State economy: The coincident and leading indicators approach
by Megna, Robert & Xu, Qiang
- 715-725 Exponential smoothing with a damped multiplicative trend
by Taylor, James W.
- 727-734 A note on Musgrave asymmetrical trend-cycle filters
by Quenneville, Benoit & Ladiray, Dominique & Lefrancois, Bernard
- 735-742 Diagnostics for evaluating the value and rationality of economic forecasts
by Stekler, H. O. & Petrei, G.
- 743-749 Just-in-time inventory systems innovation and the predictability of earnings
by Carnes, Thomas A. & Jones, Jefferson P. & Biggart, Timothy B. & Barker, Katherine J.
- 751-752 Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [UK pound]60, [euro;]89.03
by LeBaron, Blake
- 753-754 International Marketing Forecasts (2002),: London: Euromonitor Books, 606 pages. ISBN 0 84264-152-2, Paperback, $1250, [UK pound]625, [euro;]1250
by Goodwin, Paul
- 754-755 Time-Series Forecasting,: Chris Chatfield, Chapman & Hall/CRC, London, 2001, Hardcover, 280 pages. ISBN: 1-58488-063-5, $74.95
by Nikolopoulos, K.
- 755-756 Essays in Econometrics. Collected papers of Clive W.J. Granger. Volume I: Spectral analysis, Seasonality, Nonlinearity, Methodology and Forecasting. Volume II: Causality, Integration and Cointegration, and Long Memory,: Edited by Eric Ghysels, Norman R. Swanson, and Mark W. Watson, Cambridge University Press, 2001, Paperback. Volume I: pp. 523, ISBN: 0-521-77496-9, $40. Volume II: pp. 378, ISBN: 0-521-79649-0, $40
by Nikolopoulos, K.
- 756-758 Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback)
by Oller, Lars-Erik
- 758-759 Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics, Vol. 154),: R. Kaiser and A. Maravall (eds.), Springer-Verlag, New York, 2000. ISBN 0-387-95112-1, pp. 200, $64.95 (Paperback)
by Xu, Qiang
- 760-761 Predicting Presidential Elections and Other Things,: Ray C. Fair. Stanford University Press: Stanford, CA, 2002, 168 pp., Hardback, ISBN 0-8047-4509-9, $26.00
by Armstrong, J. Scott
- 763-764 Maddala, G.S., "Econometrics in the 21st Century," pp. 265-284
by Allen, P. Geoffrey
- 765-765 The impact of forecasting model selection on the value of information sharing in a supply chain: Zhao, X., J. Xie, and Leung, J. (Eds.), European Journal of Operational Research, 2002, Vol. 142, pp. 321-344
by Lawrence, K. D.
- 767-767 Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]
by Granger, Clive W. J. & Jeon, Yongil
2003, Volume 19, Issue 3
Printed from https://ideas.repec.org/s/eee/intfor9.html
