MULTIPERIOD FORECASTING ANALYSIS OF A DYNAMIC MODEL FOR A SMALL SAMPLE

DOI10.1111/J.1467-842X.1996.TB00669.XzbMATH Open0893.62095OpenAlexW2061376030MaRDI QIDQ4354756FDOQ4354756

Asraul Hoque

Publication date: 17 September 1997

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1996.tb00669.x

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zbMATH Keywords

dynamic modelARMAX modelfinite samplemoving average erroradaptive expectations modelpartial adjustment modelmean squared forecast error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Cited In (3)

• Multi-step estimation and forecasting in dynamic models
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
• Title not available (Why is that?)

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