25 years of time series forecasting

2006/01/01 by Jan G. De Gooijer, Rob J. Hyndman · 30 citations
Decision Sciences · Economics, Econometrics and Finance · #Forecasting Techniques and Applications #Complex Systems and Time Series Analysis #Stock Market Forecasting Methods

paper · doi:10.1016/j.ijforecast.2006.01.001

Citations

• Experience with Forecasting Univariate Time Series and the Combination of Forecasts
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• The Combination of Forecasts
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Forecasting Sales by Exponentially Weighted Moving Averages
• Regression Quantiles

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