A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868)
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scientific article; zbMATH DE number 6591861
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| English | A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
scientific article; zbMATH DE number 6591861 |
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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (English)
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10 June 2016
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multistep forecasts
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VAR forecasts
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forecast comparisons
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0.87447023
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0.86096305
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0.8583577
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