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2006, Volume 25, Issue 7
- 529-536 A stochastic proportional hazard model for the force of mortality
by Marilena Sibillo & Emilia Di Lorenzo & Gerarda Tessitore
2006, Volume 25, Issue 6
- 381-400 Forecasting volatility
by Athanasia Gavala & Nikolay Gospodinov & Deming Jiang - 401-413 Are forecasters reluctant to revise their predictions? Some German evidence
by Ulrich K. Müller & Gebhard Kirchgässner - 415-437 Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models
by Pami Dua & Anirvan Banerji & Stephen M. Miller - 439-458 Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
by Antonio Rubia & Trino-Manuel Ñíguez
2006, Volume 25, Issue 5
- 303-324 The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices
by Donna F. Davis & John T. Mentzer & Teresa M. Mccarthy & Susan L. Golicic - 325-349 A non-Gaussian generalization of the Airline model for robust seasonal adjustment
by Siem Jan Koopman & John A. D. Aston - 351-367 Long-memory dynamic Tobit models
by N. H. Chan & A. E. Brockwell - 369-380 Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory
by Benjamin J. C. Kim & David Karemera
2006, Volume 25, Issue 4
- 227-245 Non-linear, non-parametric, non-fundamental exchange rate forecasting
by Jing Yang & Nikola Gradojevic - 247-273 Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter
by Thomas M. Trimbur - 275-290 Random walk hypothesis in exchange rate reconsidered
by Hsin-Min Lu & Chia-Shang J. Chu - 291-302 Long-memory forecasting of US monetary indices
by Christopher F. Baum & John Barkoulas
2006, Volume 25, Issue 3
- 153-171 Gamma stochastic volatility models
by N. Balakrishna & Bovas Abraham & Ranjini Sivakumar - 173-192 Comparison of two non-parametric models for daily traffic forecasting in Hong Kong
by Y. F. Tang & William H. K. Lam & Mei-Lam Tam - 193-200 Estimating the long memory granger causality effect with a spectrum estimator
by Wen-Den Chen - 201-207 Are 16-month-ahead forecasts useful? A directional analysis of Japanese GDP forecasts
by Masahiro Ashiya - 209-221 The importance of interest rates for forecasting the exchange rate
by Håvard Hungnes & Hilde C. Bjørnland - 223-226 Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
by Walter Krämer
2006, Volume 25, Issue 2
- 77-100 A Bayesian nonlinear support vector machine error correction model
by Carine Brasseur & Marcelo Espinoza & Johan A. K. Suykens & Tony Van Gestel & Bart Baesens & Bart De Moor - 101-128 Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
by Tae-Hwy Lee & Yong Bao & Burak Saltoglu - 129-152 Autoregressive gamma processes
by Joann Jasiak & Christian Gourieroux
2006, Volume 25, Issue 1
- 1-23 Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model
by Fabio Busetti - 25-36 Testing the rationality of forecast revisions made by the IMF and the OECD
by Masahiro Ashiya - 37-47 A cautionary note on outlier robust estimation of threshold models
by Paolo Giordani - 49-75 Building neural network models for time series: a statistical approach
by Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech
2005, Volume 24, Issue 8
- 539-556 Forecasting and signal extraction with misspecified models
by Tommaso Proietti - 557-574 Forecasting in the presence of level shifts
by Aaron Smith - 575-592 Nowcasting quarterly GDP growth in a monthly coincident indicator model
by Luis C. Nunes - 593-605 Currency forecasting based on an error components-seemingly unrelated nonlinear regression model
by Winston T. Lin
2005, Volume 24, Issue 7
- 465-490 Statistical surveillance of cyclical processes with application to turns in business cycles
by David Bock & Eva Andersson & Marianne Frisén - 491-503 Forecasting euro area inflation using dynamic factor measures of underlying inflation
by George Kapetanios & Gonzalo Camba-Mendez - 505-521 Development of a multifunctional sales response model with the diagnostic aid of artificial neural networks
by Derek W. Bunn & Stefania Pantelidaki - 523-537 The multi-chain Markov switching model
by Edoardo Otranto
2005, Volume 24, Issue 6
- 389-402 Stochastic models underlying Croston's method for intermittent demand forecasting
by Rob J. Hyndman & Lydia Shenstone - 403-420 Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
by Mark T. Leung & An-Sing Chen - 421-432 A leading indicator approach to predicting short-term shifts in demand for business travel by air to and from the UK
by Nenad Njegovan - 433-451 Evaluating forecasts: a look at aggregate bias and accuracy measures
by Dean W. Wichern & Benito E. Flores - 453-464 A note on in-sample and out-of-sample tests for Granger causality
by Shiu-Sheng Chen
2005, Volume 24, Issue 5
- 311-324 Political manoeuvrings as sources of measurement errors in forecasts
by Susanna-maria Paleologou - 325-333 Regional econometric income forecast accuracy
by Roberto Tinajero & Thomas M. Fullerton & Lawrence Waldman - 335-351 A forecasting procedure for nonlinear autoregressive time series models
by Yuzhi Cai - 353-368 Long-term sales forecasting using holt-winters and neural network methods
by Markos Papageorgiou & Apostolos Kotsialos & Antonios Poulimenos - 369-377 Forecasting the dollar|euro exchange rate: are international parities useful?
by Emma Garcia & Simón Sosvilla-rivero - 379-387 Identifying the time-effect factors of multiple time series
by Yu-pin Hu
2005, Volume 24, Issue 3
- 155-172 Conditional volatility forecasting in a dynamic hedging model
by Michael S. Haigh - 173-187 Testing and forecasting the degree of integration in the US inflation rate
by Luis A. Gil-Alana - 189-201 Beating the random walk in Central and Eastern Europe
by Jesús Crespo Cuaresma & Jaroslava Hlouskova - 203-219 A common model approach to macroeconomics: using panel data to reduce sampling error
by William T. Gavin & Athena T. Theodorou - 221-231 Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
by Robert Sollis
2005, Volume 24, Issue 2
- 77-103 Forecasting recessions using the yield curve
by Marcelle Chauvet & Simon Potter - 105-117 Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data
by Yoshio Kajitani & A. Ian Mcleod & Keith W. Hipel - 119-138 Forecast performance of nonlinear error-correction models with multiple regimes
by Zacharias Psaradakis & Fabio Spagnolo - 139-154 Forecasting outcomes in spread betting markets: can bettors use 'quarbs' to beat the book?
by David Paton & Leighton Vaughan Williams
2005, Volume 24, Issue 1
- 1-16 Forecasting time series with long memory and level shifts
by Philip Hans Franses & Namwon Hyung - 17-37 Prediction intervals for exponential smoothing using two new classes of state space models
by Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord - 39-59 Forecasting stock prices using a hierarchical Bayesian approach
by Lynn Kuo & Jun Ying & Gim S. Seow - 61-75 A Bayesian threshold nonlinearity test for financial time series
by Cathy W. S. Chen & Mike K. P. So & Ming-Tien Chen
2004, Volume 23, Issue 8
- 541-557 Comparing the accuracy of density forecasts from competing models
by Giorgio Valente & Lucio Sarno - 559-585 Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
by Paulo Lisboa & Christian L. Dunis & Andreas Lindemann - 586-601 A fractal forecasting model for financial time series
by Gordon R. Richards - 603-620 Value at risk from econometric models and implied from currency options
by James Chong - 621-624 Resuscitating the cobweb cycle
by Klaus Reiner Schenk-Hoppé
2004, Volume 23, Issue 7
- 463-477 Monetary policy, composite leading economic indicators and predicting the 2001 recession
by Mehdi Mostaghimi - 479-496 Finding good predictors for inflation: a Bayesian model averaging approach
by Sune Karlsson & Tor Jacobson - 497-511 Unemployment variation over the business cycles: a comparison of forecasting models
by Laura Brown & Saeed Moshiri - 513-539 Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)
by John L. Turner
2004, Volume 23, Issue 6
- 385-404 Smooth transition exponential smoothing
by James W. Taylor - 405-430 Combination forecasts of output growth in a seven-country data set
by Mark W. Watson & James H. Stock - 431-447 Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
by Gulasekaran Rajaguru & Tilak Abeysinghe - 449-460 Daily volatility forecasts: reassessing the performance of GARCH models
by Alan E. H. Speight & David G. McMillan
2004, Volume 23, Issue 5
- 315-335 Long-run forecasting in multicointegrated systems
by Tom Engsted & Niels Haldrup & Boriss Siliverstovs - 337-355 A comparison of temperature density forecasts from GARCH and atmospheric models
by Roberto Buizza & James W. Taylor - 357-371 Forecasting the Treasury's balance at the Fed
by Daniel L. Thornton - 373-384 Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
by Ioannis A. Venetis & David A. Peel & Ivan Paya
2004, Volume 23, Issue 4
- 237-250 Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting
by Angelos Kanas & Yue Ma - 251-274 Forecast accuracy after pretesting with an application to the stock market
by Jan R. Magnus & Dmitry Danilov - 275-296 Updating ARMA predictions for temporal aggregates
by Yue Fang & Sergio G. Koreisha - 297-314 Human judgments in New York state sales and use tax forecasting
by Kuo-Yuan Liang & Yu-Ying Kuo
2004, Volume 23, Issue 3
- 155-171 Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
by Jan G. De Gooijer & Kurt Brännäs - 173-196 Vector smooth transition regression models for US GDP and the composite index of leading indicators
by Maximo Camacho - 197-214 A classifying procedure for signalling turning points
by Lars-Erik Öller & Lasse Koskinen - 215-231 Robustness of alternative non-linearity tests for SETAR models
by Man-Wai Ng & Wai-Sum Chan - 233-235 Review of 'Principles of Forecasting', J. Scott Armstrong (ed.), Kluwer Academic Publishers, 2001, ISBN 0-7923-7930-6
by Lilian M. de Menezes
2004, Volume 23, Issue 2
- 77-88 Do seasonal unit roots matter for forecasting monthly industrial production?
by Philip Hans Franses & Yoshinori Kawasaki - 89-98 Which survey indicators are useful for monitoring consumption? Evidence from European countries
by W. Jos Jansen & Niek J. Nahuis - 99-114 An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
by William W. Chow - 115-139 Can out-of-sample forecast comparisons help prevent overfitting?
by Todd E. Clark - 141-154 Bias-corrected bootstrap prediction regions for vector autoregression
by Jae H. Kim
2004, Volume 23, Issue 1
- 1-17 Forecasts of the seasonal fractional integrated series
by Vivien Guiraud & Michel Terraza & Olivier Darné - 19-49 Medium-term forecasts of potential GDP and inflation using age structure information
by Thomas Lindh - 51-66 Forecasting football results and the efficiency of fixed-odds betting
by Ioannis Asimakopoulos & John Goddard - 67-76 Forecasting commercial paper rates
by William Carlson & Celia Varick & Conway Lackman
2003, Volume 22, Issue 8
- 553-568 Evidence of long memory in short-term interest rates
by Margaret R. Maier & Nigel Meade - 569-586 Rough sets bankruptcy prediction models versus auditor signalling rates
by Thomas E. McKee - 587-602 Tentative business confidence indicators for the Italian economy
by Giuseppe Parigi & Paolo Carnazza - 603-617 Forecasting with leading indicators revisited
by Chung-Shu Wu & Ruey S. Tsay
2003, Volume 22, Issue 5
- 359-375 On SETAR non-linearity and forecasting
by Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith - 377-389 On seasonal error correction when the processes include different numbers of unit roots
by Mårten Löf & Johan Lyhagen - 391-410 Forecasting new product trial in a controlled test market environment
by Bruce G. S. Hardie & Peter S. Fader & Robert Zeithammer - 411-426 BBVA-ARIES: a forecasting and simulation model for EMU
by Sonsoles Castillo & Fernando C. Ballabriga
2003, Volume 22, Issue 4
- 277-297 In search of leading indicators of economic activity in Germany
by Michael Funke & Harm Bandholz - 299-315 Non-linear forecasts of stock returns
by Angelos Kanas - 317-335 A neural network versus Black-Scholes: a comparison of pricing and hedging performances
by Henrik Amilon - 337-358 Selection of Value-at-Risk models
by Susan Thomas & Mandira Sarma & Ajay Shah
2003, Volume 22, Issue 2-3
- 79-82 Technology foresight-past and future
by Kerstin Cuhls & Ahti Salo - 83-91 Forecasting options for the future-to gain foresight to select and shape them
by Günter Clar - 93-111 From forecasting to foresight processes-new participative foresight activities in Germany
by Kerstin Cuhls - 113-128 Identifying critical technologies in the United States: a review of the federal effort
by Steven W. Popper & Caroline S. Wagner - 129-160 Identifying emerging generic technologies at the national level: the UK experience
by Michael Keenan - 161-177 Twelve lessons from 'Key Technologies 2005': the French technology foresight exercise
by Thomas Durand - 179-201 Evolving foresight in a small transition economy
by Attila Havas - 203-217 Foresight in a research institution: a critical review of two exercises
by Philippe Petithuguenin & Marie de Lattre-Gasquet & Jérôme Sainte-Beuve - 219-233 Developing futures for agriculture in the Netherlands: a systematic exploration of the strategic value of foresight
by Jan de Wilt & Barend van der Meulen & Hans Rutten - 235-255 Multicriteria methods for technology foresight
by Tommi Gustafsson & Ahti Salo & Ramakrishnan Ramanathan - 257-276 Innovative methodologies for exploring the future of automated vehicle guidance
by R. E. C. M. van der Heijden & V. A. W. J. Marchau
2003, Volume 22, Issue 1
- 1-22 Volatility forecasting for risk management
by Gita Persand & Chris Brooks - 23-33 Market risk management of banks: implications from the accuracy of Value-at-Risk forecasts
by Wai Yan Cheng & Michael Chak Sham Wong & Clement Yuk Pang Wong - 35-47 Modelling trends in central England temperatures
by Terence C. Mills & David I. Harvey - 49-66 Subset threshold autoregression
by Cathy W. S. Chen & Mike K. P. So - 67-77 Strategic bias, herding behaviour and economic forecasts
by Jordi Pons-Novell
December 2002, Volume 21, Issue 8
- 543-558 Forecasting Trend Output in the Euro Area
by Schumacher, Christian - 559-577 Neural Network Pruning Applied to Real Exchange Rate Analysis
by Kaashoek, Johan F & van Dijk, Herman K - 579-594 Multivariate Bayesian Regression Applied to the Problem of Network Security
by Triantafyllopoulos, Kostas & Pikoulas, John - 595-599 Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series
by Triacca, Umberto
November 2002, Volume 21, Issue 7
- 473-500 A Threshold Stochastic Volatility Model
by So, Mike K P & Li, W K & Lam, K - 501-511 Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks
by Nag, Ashok K & Mitra, Amit - 513-542 The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison
by Boero, Gianna & Marrocu, Emanuela
September 2002, Volume 21, Issue 6
- 395-416 Portfolio Managers' and Novices' Forecasts of Risk and Return: Are There Predictable Forecast Errors?
by Muradoglu, Gulnur - 417-433 Guesstimation
by Charemza, Wojciech W - 435-449 Accurate Forecasting of the Undecided Population in a Public Opinion Poll
by Monterola, Christopher, et al - 451-472 A Ground-Level Ozone Forecasting Model for Santiago, Chile
by Jorquera, Hector & Palma, Wilfredo & Tapia, Jose
August 2002, Volume 21, Issue 5
- 301-315 Conditional Predictability of Daily Exchange Rates
by Tambakis, Demosthenes N & Van Royen, Anne-Sophie - 317-354 Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination
by Dunis, Christian L & Huang, Xuehuan - 355-380 Can Cointegration-Based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates
by McCrae, Michael, et al - 381-393 An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns
by Park, Beum-Jo
July 2002, Volume 21, Issue 4
- 225-244 Forecasting European GNP Data through Common Factor Models and Other Procedures
by Garcia-Ferrer, Antonio & Poncela, Pilar - 245-264 The Data Measurement Process for UK GNP: Stochastic Trends, Long Memory, and Unit Roots
by Patterson, Kerry - 265-280 Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order
by Kim, Jae H - 281-300 Forecasting Multivariate Time Series with Linear Restrictions Using Constrained Structural State-Space Models
by Pandher, Gurupdesh S
April 2002, Volume 21, Issue 3
- 151-166 Forecasting Exchange Rates Using Cointegration Models and Inra-day Data
by Trapletti, Adrian & Geyer, Alois & Leisch, Friedrich - 167-180 Bayesian Forecasts for Cointegrated Models
by Liu, Shu-Ing - 181-192 Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency
by Okunev, John & Wilson, Patrick & Zurbruegg, Ralf - 193-206 The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption
by Wang, Zijun & Bessler, David A - 207-223 Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity
by Caporale, Guglielmo Maria & Pittis, Nikitas
March 2002, Volume 21, Issue 2
- 81-105 Testing for (Common) Stochastic Trends in the Presence of Structural Breaks
by Busetti, Fabio - 107-124 A Non-linear Dynamic Model for Multiplicative Seasonal-Trend Decomposition
by Ozaki, Tohru & Thomson, Peter - 125-149 On a Family of Finite Moving-Average Trend Filters for the Ends of Series
by Gray, Alistair G & Thomson, Peter J
January 2002, Volume 21, Issue 1
- 1-26 Efficient Forecasting in Nearly Non-stationary Processes
by Sanchez, Ismael - 27-38 A Comparison of Methods for Bootstrapping in the Local Level Model
by Franco, Glaura C & Souza, Reinaldo C - 39-68 Statistical Analyses of Freeway Traffic Flows
by Tebaldi, Claudia & West, Mike & Karr, Alan F - 69-80 Forecasting Hong Kong's Container Throughput: An Error-Correction Model
by Fung, Michael K
December 2001, Volume 20, Issue 8
- 543-564 Misspecified Prediction for Time Series
by Choi, In-Bong & Taniguchi, Masanobu - 565-579 Outlier Detection in Regression Models with ARIMA Errors Using Robust Estimates
by Bianco, Ana Maria, et al - 581-601 Forecasting with k-Factor Gegenbauer Processes: Theory and Applications
by Ferrara, Laurent & Guegan, Dominique - 603-615 Predicting LDC Debt Rescheduling: Performance Evaluation of OLS, Logit, and Neural Network Models
by Barney, Douglas K & Alse, Janardhanan A
November 2001, Volume 20, Issue 7
- 451-484 Model Specification and Forecasting Foreign Exchange Rates with Vector Autoregressions
by Joseph, Nathan Lael - 485-499 Modelling the Frequency and Severity of Extreme Exchange Rate Returns
by Hsieh, Ping-Hung - 501-518 Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model
by Hauser, Michael A & Kunst, Robert M - 519-539 Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates
by Bekdache, Basma - 541-541 A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum
by Banerjee, A N & Basu, P
September 2001, Volume 20, Issue 6
- 367-389 The Approximation of Long-Memory Processes by an ARMA Model
by Basak, Gopal K & Chan, Ngai Hang & Palma, Wilfredo - 391-403 Risk Premia and Long Rates in Ireland
by Cuthbertson, Keith & Bredin, Don - 405-424 Forecasting UK Industrial Production over the Business Cycle
by Simpson, Paul W & Osborn, Denise R & Sensier, Marianne - 425-440 Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection
by Swanson, Norman R & Zeng, Tian - 441-449 Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment
by Liu, H & Hall, Stephen G
August 2001, Volume 20, Issue 5
- 297-314 Forecasting Output Growth Rates and Median Output Growth Rates: A Hierarchical Bayesian Approach
by Tobias, Justin L - 315-328 A Linear Forecasting Model and Its Application to Economic Data
by Peters, Georg - 329-340 A Fractionally Integrated Exponential Model for UK Unemployment
by Gil-Alana, Luis A - 341-355 Filters for Short Non-stationary Sequences
by Pollock, D S G - 357-366 A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process
by Banerjee, Anurag N & Basu, Parantap
July 2001, Volume 20, Issue 4
- 231-247 A Forecasting Comparison of Classical and Bayesian Methods for Modelling Logistic Diffusion
by Bewley, Ronald & Griffiths, William E - 249-264 Modelling the Development of Supply-Restricted Telecommunications Markets
by Islam, Towhidul & Fiebig, Denzil G - 265-272 Guaranteed-Content Prediction Intervals for Non-linear Autoregressions
by de Luna, Xavier - 273-283 Identification of Asymmetric Prediction Intervals through Causal Forces
by Armstrong, J Scott & Collopy, Fred - 285-295 Robust Evaluation of Fixed-Event Forecast Rationality
by Clements, Michael P & Taylor, Nick
April 2001, Volume 20, Issue 3
- 161-179 Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order
by Kilian, Lutz - 181-196 Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting
by Brooks, Chris & Hinich, Melvin J - 197-202 Exponential Smoothing of Seasonal Data: A Comparison
by Snyder, Ralph D & Shami, Roland G - 203-229 Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root
by Banerjee, Anurag N
March 2001, Volume 20, Issue 2
- 87-109 Evaluating the Predictive Accuracy of Volatility Models
by Lopez, Jose A - 111-133 Robust Modelling of ARCH Models
by Jiang, Jiancheng & Zhao, Quanshui & Hui, Yer Van - 135-143 A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate
by Brooks, Chris - 145-160 Cross-Correlations and Predictability of Stock Returns
by Olson, Dennis & Mossman, C
January 2001, Volume 20, Issue 1
- 1-19 Testing in Unobserved Components Models
by Harvey, Andrew - 21-35 Alternative Regime Switching Models for Forecasting Inflation
by Bidarkota, Prasad V - 37-45 Empirical Analysis of Systematic Errors in Chilean GDP Forecasts
by Chumacero, Romulo A - 47-61 Analysis of the US Business Cycle with a Vector-Markov-Switching Model
by Kontolemis, Zenon G - 63-77 An Aggregate Sales Model for Consumer Durables Incorporating a Time-Varying Mean Replacement Age
by Steffens, Paul R - 79-86 Bounds for the Least Squares Extrapolation in Non-linear AR(1) Processes
by Andel, Jiri