Forecasting in Econometrics: editors’ introduction

DOI10.1111/1368-423X.00050zbMath1004.62074OpenAlexW2161077531MaRDI QIDQ2772833

Michael P. Clements, David F. Hendry

Publication date: 11 April 2002

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00050

zbMATH Keywords

forecastingdifference stationaritytrend stationarity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (7)

Pooling of forecasts ⋮ Unit roots and double smooth transitions ⋮ Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach ⋮ Predictive ability with cointegrated variables ⋮ Averaging estimators for autoregressions with a near unit root ⋮ Bootstrap prediction intervals for autoregressive time series ⋮ A consistent test for nonlinear out of sample predictive accuracy.

Uses Software

• PcGive

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