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

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+What does the yield curve tell us about GDP growth?
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+Asymptotically efficient autoregressive model selection for multistep prediction
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+Q4344414
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+Q3847819
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+Tests of equal forecast accuracy and encompassing for nested models
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+Q5343942
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+MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
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+Model selection for multiperiod forecasts
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+VAR forecasting under misspecification
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case
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+Multi-step estimation and forecasting in dynamic models
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+Asymptotic Inference about Predictive Ability
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