Time series characteristics and the widths of judgemental confidence intervals
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 7 (1992)
Issue (Month): 4 (March)
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Web page: http://www.elsevier.com/locate/ijforecast
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- Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, vol. 114(2), pages 281-293, April.
- Harvey, Nigel & Bolger, Fergus, 1996. "Graphs versus tables: Effects of data presentation format on judgemental forecasting," International Journal of Forecasting, Elsevier, vol. 12(1), pages 119-137, March.
- Bloomfield, Robert & Hales, Jeffrey, 2002. "Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs," Journal of Financial Economics, Elsevier, vol. 65(3), pages 397-414, September.
- Gerlinde Fellner & Sebastian Krügel, 2010. "Overweighting Private Information: Three Measures, One Bias?," Jena Economic Research Papers 2010-058, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
- O'Connor, Marcus & Remus, William & Griggs, Kenneth, 2001. "The asymmetry of judgemental confidence intervals in time series forecasting," International Journal of Forecasting, Elsevier, vol. 17(4), pages 623-633.
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