`Time-series' versus `econometric' forecasts: a non-linear regression counterexample

DOI10.1016/0165-1765(82)90071-4zbMATH Open1268.91146OpenAlexW1597237515MaRDI QIDQ356653FDOQ356653

Authors: Kenneth F. Wallis 

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90071-4

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• Forecasting in dynamic models with stochastic regressors
• Econometric Implications of the Rational Expectations Hypothesis

Cited In (9)

• Measures of Deterministic Prediction Bias in Nonlinear Models
• Structural econometric modeling and time series analysis
• Nonlinearity, nonstationarity, and spurious forecasts
• Forecasting non-stationary economic time series. With a foreword by Katarina Juselius
• Forecast model of a nonlinear moving self-regression
• If Nonlinear Models Cannot Forecast, What Use Are They?
• Title not available (Why is that?)
• Title not available (Why is that?)
• Empirical Limits for Time Series Econometric Models

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