A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868): Difference between revisions

@@ Property / author @@
-James H. Stock
@@ Property / author: James H. Stock / rank @@
-Normal rank
@@ Property / author @@
+James H. Stock
@@ Property / author: James H. Stock / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591861
@@ Property / zbMATH DE Number: 6591861 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multistep forecasts
@@ Property / zbMATH Keywords: multistep forecasts / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+VAR forecasts
@@ Property / zbMATH Keywords: VAR forecasts / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast comparisons
@@ Property / zbMATH Keywords: forecast comparisons / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.07.020
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@@ Property / OpenAlex ID @@
+W3123760665
@@ Property / OpenAlex ID: W3123760665 / rank @@
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@@ Property / cites work @@
+What does the yield curve tell us about GDP growth?
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient autoregressive model selection for multistep prediction
+Normal rank
@@ Property / cites work @@
+Q4344414
@@ Property / cites work: Q4344414 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5317345
@@ Property / cites work: Q5317345 / rank @@
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@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
+Normal rank
@@ Property / cites work @@
+Q5343942
@@ Property / cites work: Q5343942 / rank @@
+Normal rank
@@ Property / cites work @@
+MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
@@ Property / cites work: MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection for multiperiod forecasts
@@ Property / cites work: Model selection for multiperiod forecasts / rank @@
+Normal rank
@@ Property / cites work @@
+VAR forecasting under misspecification
@@ Property / cites work: VAR forecasting under misspecification / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case
+Normal rank
@@ Property / cites work @@
+Multi-step estimation and forecasting in dynamic models
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:291868