Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/86645
Authors: 
de Gooijer, Jan G.
Hyndman, Rob J.
Year of Publication: 
2005
Series/Report no.: 
Tinbergen Institute Discussion Paper 05-068/4
Abstract: 
We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers_new published in these journals concerned time series forecasting. We also review highly influential works on time series forecasting that have been published elsewhere during this period. Enormous progress has been made in many areas, but we find that there are a large number of topics in need of further development. We conclude with comments on possible future research directions in this field.
Subjects: 
Time-Series Models
Index Numbers and Aggregation
JEL: 
C22
C43
Document Type: 
Working Paper

Files in This Item:
File
Size
383.75 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.