Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam

DOI10.1016/J.JECONOM.2006.05.016zbMATH Open1420.01019OpenAlexW2052444137MaRDI QIDQ277147FDOQ277147

Clive W. J. Granger

Publication date: 4 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.016

Recommendations

• scientific article; zbMATH DE number 4047369
• Forecasting Economic Time Series
• scientific article; zbMATH DE number 7201043
• Bayesian econometrics and forecasting. (With comments)
• Handbook of economic forecasting. Volume 1

zbMATH Keywords

forecast evaluationpredictive distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) History of mathematics at institutions and academies (non-university) (01A74) History of statistics (62-03)

Cites Work

• The foundations of econometric analysis
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• Evolution of forecast disagreement in a Bayesian learning model

This page was built for publication: Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q277147)