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

DOI10.1016/0165-1765(82)90071-4MaRDI QIDQ356653zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3537122 (Why is no real title available?)
• Econometric Implications of the Rational Expectations Hypothesis
• Forecasting in dynamic models with stochastic regressors

Cited in

(9)

• Empirical Limits for Time Series Econometric Models
• 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?
• scientific article; zbMATH DE number 1796001 (Why is no real title available?)
• scientific article; zbMATH DE number 4062441 (Why is no real title available?)

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