Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656): Difference between revisions

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+Mauro Costantini
@@ Property / author: Mauro Costantini / rank @@
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+MaRDI publication profile
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+W2003600193
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+Tests of equal forecast accuracy and encompassing for nested models
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+Forecasting Economic Time Series
@@ Property / cites work: Forecasting Economic Time Series / rank @@
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+Q3415188
@@ Property / cites work: Q3415188 / rank @@
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+Q5312885
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+A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
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+Q4217272
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+VAR forecasting under misspecification
@@ Property / cites work: VAR forecasting under misspecification / rank @@
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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