A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
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Publication:291868
DOI10.1016/J.JECONOM.2005.07.020zbMATH Open1418.62513OpenAlexW3123760665MaRDI QIDQ291868FDOQ291868
Authors: Massimiliano Marcellino, Mark W. Watson, James H. Stock 
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.020
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- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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