Evaluating Direct Multistep Forecasts
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Publication:5719300
DOI10.1080/07474930500405683zbMath1080.62049MaRDI QIDQ5719300
Todd E. Clark, Michael W. McCracken
Publication date: 18 January 2006
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930500405683
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
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