Forecast uncertainty reduction in nonlinear models

DOI10.1007/BF02589583MaRDI QIDQ3598350zbMATH OpenFDO

Authors Giampiero M. Gallo

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02589583

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty
• Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
• Combining Forecasts with Nonparametric Kernel Regressions
• Nonlinear Forecasting Using Factor‐Augmented Models
• USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS

Cites work

• Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
• Econometric Evaluation of Linear Macro-Economic Models

Cited in

(4)

• Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
• Nonlinear Forecasting Using Factor‐Augmented Models
• Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty
• A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption

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