Country: United Kingdom

Found 17295 papers in total
Strategic bias, herding behaviour and economic forecasts
Strategic bias, herding behaviour and economic forecasts
2003,
Professional forecasters can have other objectives as well as minimizing expected...
Testing for (common) stochastic trends in the presence of structural breaks
Testing for (common) stochastic trends in the presence of structural breaks
2002,
This paper considers the problem of testing for the presence of stochastic trends in...
A non-linear dynamic model for multipicative seasonal-trend decomposition
A non-linear dynamic model for multipicative seasonal-trend decomposition
2002,
A non-linear dynamic model is introduced for multiplicative seasonal time series that...
On a family of finite moving-average trend filters for the ends of series
On a family of finite moving-average trend filters for the ends of series
2002,
A family of finite end filters is constructed using a minimum revisions criterion and...
Bayesian forecasts for cointegrated models
Bayesian forecasts for cointegrated models
2002,
This paper investigates Bayesian forecasts for some cointegrated time series data....
Relationships between Australian real estate and stock market prices – a case of market inefficiency
Relationships between Australian real estate and stock market prices – a case of market inefficiency
2002,
This paper explores the relationship between the Australian real estate and equity...
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
2002,
This paper stresses the restrictive nature of the standard unit root/cointegration...
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
2002,
Recent studies on bootstrap prediction intervals for autoregressive (AR) model provide...
Forecasting multivariate time series with linear restrictions using constrained structural state-space models
Forecasting multivariate time series with linear restrictions using constrained structural state-space models
2002,
This paper presents a methodology for modelling and forecasting multivariate time...
Forecasting and trading currency volatility: an application of recurrent neural regression and model combination
Forecasting and trading currency volatility: an application of recurrent neural regression and model combination
2002,
In this paper, we examine the use of non-parametric Neural Network Regression (NNR)...
Portfolio managers' and novices' forecasts of risk and return: are there predictable forecast errors?
Portfolio managers' and novices' forecasts of risk and return: are there predictable forecast errors?
2002,
This study aims to investigate the individual behaviour that underlies the...
Guesstimation
Guesstimation
2002,
Macroeconomic model builders attempting to construct forecasting models frequently...
Accurate forecasting of the undecided population in a public opinion poll
Accurate forecasting of the undecided population in a public opinion poll
2002,
The problem of pollsters is addressed which is to forecast accurately the final...
A threshold stochastic volatility model
A threshold stochastic volatility model
2002,
This article introduces a new model to capture simultaneously the mean and variance...
Forecasting daily foreign exchange rates using genetically optimized neural networks
Forecasting daily foreign exchange rates using genetically optimized neural networks
2002,
Forecasting currency exchange rates is an important financial problem that has...
The performance of non-linear exchange rate models: a forecasting comparison
The performance of non-linear exchange rate models: a forecasting comparison
2002,
In recent years there has been a considerable development in modelling non-linearities...
Multivariate Bayesian regression applied to the problem of network security
Multivariate Bayesian regression applied to the problem of network security
2002,
This paper examines the problem of intrusion in computer systems that causes major...
Selection of the relevant information set for predictive relationships analysis between time series
Selection of the relevant information set for predictive relationships analysis between time series
2002,
In time series analysis, a vector Y is often called causal for another vector X if the...
On teaching the analytic hierarchy process
On teaching the analytic hierarchy process
2003,
We discuss aspects of the analytic hierarchy process (AHP) that we feel are important...
A contingency perspective on Internet adoption and competitive advantage
A contingency perspective on Internet adoption and competitive advantage
2003,
Firms adopt the Internet for different purposes, ranging from simple Internet presence...
Electronic window dressing: impression management with Websites
Electronic window dressing: impression management with Websites
2003,
Businesses have embraced the Internet to reap economic advantages through the use of...
Re-conceptualising failure: social shaping meets information systems research
Re-conceptualising failure: social shaping meets information systems research
2002,
The aim of this paper is to illustrate the interplay of the social studies of...
Do I really have to? User acceptance of mandated technology
Do I really have to? User acceptance of mandated technology
2002,
Extensive research supports the notion that usefulness and ease of use are primary...
Determinants of application service provider choice: an integrated perspective
Determinants of application service provider choice: an integrated perspective
2003,
With the rise in the availability of scalable network technologies and resources,...
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