Modelling methodology and forecast failure

DOI10.1111/1368-423X.00086MaRDI QIDQ4416011zbMATH OpenOpenAlexFDO

Authors Michael P. Clements, David F. Hendry

Publication date 7 August 2003

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423x.00086

zbMATH Keywords

tablesmodel selectiongeneral-to-specificforecast failure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3597760 (Why is no real title available?)
• Data mining with local model specification uncertainty: a discussion of Hoover and Perez
• Dynamic Econometrics
• Forecasting non-stationary economic time series. With a foreword by Katarina Juselius

Cited in

(7)

• On the selection of forecasting models
• Forecasting with model uncertainty: representations and risk reduction
• Testing for structural stability of factor augmented forecasting models
• Understanding models' forecasting performance
• A hierarchical forecasting model for China's foreign trade
• Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19
• Model selection in under-specified equations facing breaks

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