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

DOI10.1016/J.JECONOM.2006.05.016MaRDI QIDQ277147zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

forecast evaluationpredictive distribution

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4047369 (Why is no real title available?)
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• The foundations of econometric analysis

Cited in

(2)

• Evolution of forecast disagreement in a Bayesian learning model
• Editorial. Annals issue on forecasting -- guest editors' introduction

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