Forecasting in dynamic models with stochastic regressors

DOI10.1016/0304-4076(75)90053-6MaRDI QIDQ1222496zbMATH OpenOpenAlexFDO

Authors David A. Pierce

Publication date 1975

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(75)90053-6

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

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Cited in

(5)

• Predictions from ARMAX models
• Causality in temporal systems. Characterizations and a Survey
• Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply
• `Time-series' versus `econometric' forecasts: a non-linear regression counterexample
• A new look at the relationship between time-series and structural econometric models

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