Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Forecast evaluation test in the presence of ARCH

Harvey, D.I.
Leybourne, S.J.
Newbold, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/22) / BLDSC - British Lib...

Economic and statistical measures of forecast accuracy

Granger, C.W.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9910) / BLDSC - British Libr...

New test statistics for market timing with application to emerging markets

Sancetta, A.
Satchell, S.E.
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Detection of outliers in time series

Watson, S.
Tight, M.
Clark, S.
Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.14(LU-ITS-WP--362) / BLDSC - Bri...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Test for forecast encompassing

Harvey, D.I.
Leybourne, S.J.
Newbold, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/24) / BLDSC - British Lib...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, Ernestini

September 1987

The thesis deals with some of the anomalies,that affect the predictive performance of univariate tim...

Tests for multiple forecasting encompassing

Harvey, D.I.
Newbold, P.
Loughborough Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(98/17) / BLDSC - British Lib...

Testing a time series for difference stationarity

McCabe, B.
Tremayne, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1994

Rev. edAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-RM--9420) / BLDSC -...

Testing for drift in a time series

Busetti, Fabio
Harvey, Andrew
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:3...

Testing and estimation of models with stochastic trends

Busetti, Fabio

January 2001

Available from British Library Document Supply Centre- DSC:DXN055508 / BLDSC - British Library Docum...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Taylor, A.R.
Busetti, F.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Multivariate statistical outliers

Caroni-Richardson, C

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX92317 / BLDSC - British Library Do...

Outliers in large and complex sample survey and multilevel data

Lewis, T.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

Period of award 1 Oct 1994 - 31 Mar 1995Available from British Library Document Supply Centre-DSC:37...

Diagnostics in time series analysis

Warnes, A

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX181566 / BLDSC - British Library D...

Forecast evaluation test in the presence of ARCH

Harvey, D.I.
Leybourne, S.J.
Newbold, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/22) / BLDSC - British Lib...

Economic and statistical measures of forecast accuracy

Granger, C.W.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9910) / BLDSC - British Libr...

New test statistics for market timing with application to emerging markets

Sancetta, A.
Satchell, S.E.
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Detection of outliers in time series

Watson, S.
Tight, M.
Clark, S.
Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.14(LU-ITS-WP--362) / BLDSC - Bri...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Test for forecast encompassing

Harvey, D.I.
Leybourne, S.J.
Newbold, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/24) / BLDSC - British Lib...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, Ernestini

September 1987

The thesis deals with some of the anomalies,that affect the predictive performance of univariate tim...

Tests for multiple forecasting encompassing

Harvey, D.I.
Newbold, P.
Loughborough Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(98/17) / BLDSC - British Lib...

Testing a time series for difference stationarity

McCabe, B.
Tremayne, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1994

Rev. edAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-RM--9420) / BLDSC -...

Testing for drift in a time series

Busetti, Fabio
Harvey, Andrew
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:3...

Testing and estimation of models with stochastic trends

Busetti, Fabio

January 2001

Available from British Library Document Supply Centre- DSC:DXN055508 / BLDSC - British Library Docum...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Taylor, A.R.
Busetti, F.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Multivariate statistical outliers

Caroni-Richardson, C

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX92317 / BLDSC - British Library Do...

Outliers in large and complex sample survey and multilevel data

Lewis, T.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

Period of award 1 Oct 1994 - 31 Mar 1995Available from British Library Document Supply Centre-DSC:37...

Diagnostics in time series analysis

Warnes, A

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:DX181566 / BLDSC - British Library D...

Forecast evaluation test in the presence of ARCH

Harvey, D.I.
Leybourne, S.J.
Newbold, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/22) / BLDSC - British Lib...

Economic and statistical measures of forecast accuracy

Granger, C.W.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9910) / BLDSC - British Libr...

New test statistics for market timing with application to emerging markets

Sancetta, A.
Satchell, S.E.
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Abstract

Extracted data

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Abstract

Extracted data

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