Multivariate discount weighted regression and local level models
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- A. C. Harvey, 1986. "Analysis and Generalisation of a Multivariate Exponential Smoothing Model," Management Science, INFORMS, vol. 32(3), pages 374-380, March.
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- Gilbert, Christopher L, 1997. "Manipulation of Metals Futures: Lessons from Sumitomo," CEPR Discussion Papers 1537, C.E.P.R. Discussion Papers.
- Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non-ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
- Salvador, Manuel & Gargallo, Pilar, 2004. "Automatic monitoring and intervention in multivariate dynamic linear models," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 401-431, October.
- Agbeyegbe, Terence D, 1992. "Common Stochastic Trends: Evidence from the London Metal Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 44(2), pages 141-151, April.
- Moore, Michael J & Cullen, Ursula, 1995. "Speculative Efficiency on the London Metal Exchange," The Manchester School of Economic & Social Studies, University of Manchester, vol. 63(3), pages 235-256, September.
- Triantafyllopoulos, Kostas & Pikoulas, John, 2002. "Multivariate Bayesian Regression Applied to the Problem of Network Security," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 579-594, December.
- Heaney, Richard, 2002. "Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract," International Journal of Forecasting, Elsevier, vol. 18(1), pages 45-65.
- Panas, E., 2001. "Long memory and chaotic models of prices on the London Metal Exchange," Resources Policy, Elsevier, vol. 27(4), pages 235-246, December.
- Franco, Glaura C & Souza, Reinaldo C, 2002. "A Comparison of Methods for Bootstrapping in the Local Level Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(1), pages 27-38, January. Full references (including those not matched with items on IDEAS)
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