scientific article; zbMATH DE number 5035832

zbMath1180.91232MaRDI QIDQ5474891

David I. Harvey, Paul Newbold

Publication date: 26 June 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

squared errorsforecast encompassingforecast combinationstandard normal distributionautoregressive conditional heteroskedasticity (ARCH)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (7)

Unnamed Item ⋮ Selection of estimation window in the presence of breaks ⋮ Predicting the yield curve using forecast combinations ⋮ A Bayesian approach to optimal monetary policy with parameter and model uncertainty ⋮ Optimal forecast combinations under general loss functions and forecast error distributions ⋮ Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence ⋮ Pooling forecasts in linear rational expectations models

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