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subject:"Forecasting model"
~person:"McCracken, Michael W."
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Forecasting model
Estimation theory
Prognoseverfahren
5
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1
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McCracken, Michael W.
Phillips, Peter C. B.
90
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65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
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33
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Gouriéroux, Christian
32
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32
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Lütkepohl, Helmut
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28
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Journal of econometrics
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ECONIS (ZBW)
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1
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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2
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
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3
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
4
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
5
Regression-based tests of predictive ability
West, Kenneth D.
- In:
International economic review
39
(
1998
)
4
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
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