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Content
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
- 339-349 Comparing forecasts of inflation using time distance
by Granger, Clive W. J. & Jeon, Yongil
- 351-367 Predicting returns in U.S. financial sector indices
by Joseph, Nathan Lael
- 369-385 The predictability of asset returns: an approach combining technical analysis and time series forecasts
by Fang, Yue & Xu, Daming
- 387-400 Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data
by Kang, In-Bong
- 401-415 A comparison of forecasting methods for hotel revenue management
by Weatherford, Larry R. & Kimes, Sheryl E.
- 417-434 Accuracy, usefulness and the evaluation of analysts' forecasts
by Mozes, Haim A.
- 435-451 Univariate versus multivariate time series forecasting: an application to international tourism demand
by du Preez, Johann & Witt, Stephen F.
- 453-465 Neural network forecasts of Canadian stock returns using accounting ratios
by Olson, Dennis & Mossman, Charles
- 467-475 Debiasing forecasts: how useful is the unbiasedness test?
by Goodwin, Paul & Lawton, Richard
- 477-491 Long memory time series and short term forecasts
by Man, K. S.
- 493-502 Forecasting autoregressive time series with bias-corrected parameter estimators
by Kim, Jae H.
- 503-519 On the specification of cointegrated autoregressive moving-average forecasting systems
by Poskitt, D. S.
- 521-523 Econometrics of Qualitative Dependent Variables: Christian Gourieroux, translated by Paul B. Klassen (Cambridge, U.K., Cambridge University Press, 2000). ISBN 0 521 33149 8 (hardback), 0 521 58985 1 (paperback), pp. 372
by Margolis, David N.
- 523-524 Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9
by Phillips, Robert
- 524-525 Making Social Science Matter: Why Social Inquiry Fails and How it Can Succeed Again,: Bent Flyvbjerg, Cambridge University Press, Cambridge, England, 2001, ISBN 0 521 77268 (hardback) [UK pound]37.50, $55.00 and 0 521 77568 (paperback) [UK pound]13.95, $20.00
by Wachs, Martin
- 525-527 Macroeconomics and the Real World. Volume 1: Econometric Techniques and Macroeconomics,: Roger E. Backhouse and Andrea Salanti (Eds.), Oxford University Press, New York, 2001, Paperback, 301 pages, ISBN 0199242046, $26.95
by Garcia-Ferrer, Antonio
- 527-530 A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00
by Garcia-Ferrer, Antonio
- 530-532 Eliciting and Analyzing Expert Judgment: A practical guide,: Mary A. Meyer and Jane M. Booker, ASA-SIAM Series on Statistics and Applied Probability 2001, Hardcover, 459 pages. ISBN: 0-89871-474-5, $85
by Nikolopoulos, Dr. K.
- 532-534 Practical Forecasting for Managers,: John C. Nash & Mary Nash (2001), London: Arnold and New York: Oxford University Press, 296 pages. ISBN 0 340 76238 1 Paperback [UK pound]24.99, $40.00
by Goodwin, Paul
- 534-535 Statistics in the 21st Century,: Edited by Adrian E. Rafferty, Martin A. Tanner and Martin T. Wells, Monographs on Statistics and Applied Probability, Chapman and Hall/CRC (2002), Paperback, [UK pound]24.99, $39.95, ISBN 1-58488-272-7
by Lawton, Richard
- 535-538 Quantitative Models in Marketing Research,: Philip Hans Franses and Richard Paap (Eds.), Cambridge University Press, Cambridge, UK. (2001), 206 pp. - ISBN 0-521-80166-4, [UK pound]30.00
by Trost, Robert & Silk, Julian
- 538-539 Technological Innovation and Economic Performance,: edited by Benn Steil, David Victor, Richard Nelson, A Council of Foreign Relations Book, Princeton University Press, Princeton, New Jersey, 2002, ISBN # 0-691-08874-8, $75.00
by Mastrogianis, Costas
- 539-541 20/20 Foresight Crafting Strategy in an Uncertain World,: by Hugh Courtney, Harvard Business School Press, Boston, Massachusetts, 2001. ISBN 1-57851-266-2
by Joutz, Frederick L.
- 543-544 The Effect of Collaborative Forecasting on Supply Chain Performance: Aviv, Y., 2001, Management Science, Vol. 47, No. 10, pp. 1326-1343. [aviv@olin.wustl.edu]
by Olson, John
- 544-545 Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment,: Brad M. Barber and Terrance Odean (Eds.), 2001, The Quarterly Journal of Economics, 1, pp. 262-292
by Sanders, Nada R.
2003, Volume 19, Issue 2
- 161-163 Improving our ability to predict the unusual event
by Stekler, H. O.
- 165-175 Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
by Wallis, Kenneth F.
- 177-197 Exploiting information in vintages of time-series data
by Patterson, K. D.
- 199-215 A time-distance criterion for evaluating forecasting models
by Granger, Clive W. J. & Jeon, Yongil
- 217-227 Forecast evaluation with shared data sets
by Sullivan, Ryan & Timmermann, Allan & White, Halbert
- 229-239 Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?
by Ashley, Richard
- 241-256 The influence of trend strength on directional probabilistic currency predictions
by Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C. & Macaulay, Alex
- 257-270 Predicting the outcomes of National Football League games
by Boulier, Bryan L. & Stekler, H. O.
- 271-285 A model of export sales forecasting behavior and performance: development and testing
by Winklhofer, Heidi & Diamantopoulos, Adamantios
- 287-290 Unmasking the Theta method
by Hyndman, Rob J. & Billah, Baki
- 291-298 Directional accuracy tests of long-term interest rate forecasts
by Greer, Mark
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