search query: @indexterm time series / total: 413
references: 131-140 / 413
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131.
The gilt market: models and model-based trading
Journal of the Operational Research Society
1994 : APR, VOL. 45:4, p. 392-408
 1994 Flavell, R.
Meade, N.
Salkin, G.
132.
Catch a wave: the time series behavior of mergers
Review of Economics and Statistics
1993 : AUG, VOL. 75:3, p. 493-499
 1993 Golbe, D.
White, L.
133.
New developments in time series econometrics: an overview
Empirical Economics
1993 : VOL. 18:4, p. 557-564
 1993 Dufour, J.
Raj, B.
134.
Multivariate autoregressive techniques for constructing confidence regions on the mean vector
Management Science
1993 : SEP, VOL. 39:9, p. 1112-1129
 1993 Charnes, J.
Kelton, W.
135.
A double horizon peak demand forecast model
Energy Economics
1992 : APR, VOL. 14:2, p.103-106
 1992 Assimakoupoulos, V.
Psarras, J.
136.
Using the bootstrap for improved ARIMA model identification
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.71-80
 1992 Aczel, A. D.
Josephy, N. H.
137.
Robust exponential smoothing
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.57-69
 1992 Cipra, T.
138.
Exponential smoothing:Behavior of the ex-post sum of squares near 0 and 1
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.47-56
 1992 Farnum, N. R.
139.
Scoring the composite leading indicators: A Bayesian turning points approach
Journal of Forecasting
1992 : JAN, VOL. 11:1, p.35-46
 1992 Lesage, J. P.
140.
Über die Stochastische Struktur langfristiger Wachstumschwankungen = About stochastic structure of long-lasting growth-changes
IFO-Studien
1992 : No.2, p. 173-194
 1992 Metz, R.
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