Understanding multi-horizon forecasts: identification, estimation and testing

DOI10.1111/JTSA.12797MaRDI QIDQ6911349zbMATH OpenFDO

Authors Stan Hurn, Vance Martin, Jing Tian, Lina Xu

Publication date 24 October 2025

Published in Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

information updatingsimulation experimentsfixed-information forecastsfixed-target forecastsmulti-horizon forecastsrationality testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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