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

DOI10.1016/0165-1765(82)90071-4zbMath1268.91146MaRDI QIDQ356653

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

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

Related Items

Structural econometric modeling and time series analysis

Cites Work

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• Forecasting in dynamic models with stochastic regressors
• Econometric Implications of the Rational Expectations Hypothesis