Multi‐step forecasting in the presence of breaks (Q4687663): Difference between revisions

@@ Property / DOI @@
-.1002/for.2480
@@ Property / DOI: 10.1002/for.2480 / rank @@
-Normal rank
@@ Property / cites work @@
+FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
+Normal rank
@@ Property / cites work @@
+Measures of Deterministic Prediction Bias in Nonlinear Models
+Normal rank
@@ Property / cites work @@
+Forecasting Economic Time Series
@@ Property / cites work: Forecasting Economic Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Selection of an estimation window in the presence of data revisions and recent structural breaks
+Normal rank
@@ Property / cites work @@
+The exact multi-period mean-square forecast error for the first-order autoregressive model
+Normal rank
@@ Property / cites work @@
+MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
@@ Property / cites work: MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling data revisions: measurement error and dynamics of ``true'' values
+Normal rank
@@ Property / cites work @@
+A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
+Normal rank
@@ Property / cites work @@
+Variable selection, estimation and inference for multi-period forecasting problems
+Normal rank
@@ Property / cites work @@
+Small sample properties of forecasts from autoregressive models under structural breaks
+Normal rank
@@ Property / cites work @@
+VAR forecasting under misspecification
@@ Property / cites work: VAR forecasting under misspecification / rank @@
+Normal rank
@@ Property / DOI @@
+.1002/FOR.2480
@@ Property / DOI: 10.1002/FOR.2480 / rank @@
+Normal rank