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~person:"Kilian, Lutz"
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Kilian, Lutz
Diebold, Francis X.
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1
Unit Root Tests are Useful for Selecting Forecasting Models
Diebold, Francis X.
;
Kilian, Lutz
-
2021
We study the usefulness of root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...
Persistent link: https://www.econbiz.de/10013224678
Saved in:
2
Measuring Predictability : Theory and Macroeconomic Applications
Diebold, Francis X.
;
Kilian, Lutz
-
2021
We propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be tailored to the forecast horizons of interest, and it allows for general loss functions, univariate or...
Persistent link: https://www.econbiz.de/10013217613
Saved in:
3
Unit Root Tests are Useful for Selecting Forecasting Models
Diebold, Francis X.
-
2008
We study the usefulness of unit root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...
Persistent link: https://www.econbiz.de/10012768644
Saved in:
4
Time Series Analysis
Diebold, Francis X.
-
2006
Persistent link: https://www.econbiz.de/10012733371
Saved in:
5
Measuring predictability: theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of Applied Econometrics
16
(
2001
)
6
,
pp. 657-669
We propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be tailored to the forecast horizons of interest, and it allows for general loss functions, univariate or...
Persistent link: https://www.econbiz.de/10005582474
Saved in:
6
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001456174
Saved in:
7
Unit Root Tests Are Useful for Selecting Forecasting Models
Diebold, Francis X.
-
1999
We study the usefulness of root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...
Persistent link: https://www.econbiz.de/10012471879
Saved in:
8
Measuring Predictability : Theory and Macroeconomic Applications
Diebold, Francis X.
-
1997
We propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be tailored to the forecast horizons of interest, and it allows for general loss functions, univariate or...
Persistent link: https://www.econbiz.de/10012472693
Saved in:
9
Measuring predictability: theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
Federal Reserve Bank of Philadelphia
-
1997
The authors propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be tailored to the forecast horizons of interest, and it allows for general loss functions, univariate or...
Persistent link: https://www.econbiz.de/10005387481
Saved in:
10
Time Series Analysis
Diebold, Francis X.
;
Kilian, Lutz
;
Nerlove, Marc
-
Department of Economics, University of Pennsylvania
-
2006
We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.
Persistent link: https://www.econbiz.de/10005102121
Saved in:
11
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 657-669
Persistent link: https://www.econbiz.de/10001631947
Saved in:
12
Unit-root tests are useful for selecting forecasting models
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 265-273
Persistent link: https://www.econbiz.de/10001493847
Saved in:
13
Measuring predictibility : theory and macroeconomic applications
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10013423062
Saved in:
14
Unit root tests are useful for selecting forecasting models
Diebold, Francis X.
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001365329
Saved in:
15
Measuring Predictability: Theory And Macroeconomic Applications
Diebold, Francis X
;
Kilian, Lutz
-
C.E.P.R. Discussion Papers
-
2000
We propose a measure of predictability based on the ratio of the expected loss of a short-run forecast to the expected loss of a long-run forecast. This predictability measure can be tailored to the forecast horizons of interest, and it allows for general loss functions, univariate or...
Persistent link: https://www.econbiz.de/10005124232
Saved in:
16
Unit-Root Tests Are Useful for Selecting Forecasting Models.
Diebold, Francis X
;
Kilian, Lutz
- In:
Journal of Business & Economic Statistics
18
(
2000
)
3
,
pp. 265-73
We study the usefulness of unit-root tests as diagnostic tools for selecting forecasting models. Difference-stationary and trend-stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...
Persistent link: https://www.econbiz.de/10005532307
Saved in:
17
Unit-Root Tests Are Useful for Selecting Forecasting Models
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 265-273
Persistent link: https://www.econbiz.de/10008217764
Saved in:
18
Unit Root Tests are Useful for Selecting Forecasting Models
Diebold, Francis X.
;
Kilian, Lutz
-
Finance Department, Stern School of Business
-
1999
We study the usefulness of unit root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...
Persistent link: https://www.econbiz.de/10005475272
Saved in:
19
UNIT ROOT TESTS ARE USEFUL FOR SELECTING FORECASTING MODELS
Diebold, Francis X.
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10006989679
Saved in:
20
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1997
Persistent link: https://www.econbiz.de/10000990203
Saved in:
21
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1997
Persistent link: https://www.econbiz.de/10000974228
Saved in:
22
Measuring Predictability: Theory and Macroeconomic Applications
Diebold, Francis X.
;
Kilian, Lutz
-
Economics Department, Stern School of Business
-
1998
Persistent link: https://www.econbiz.de/10005101675
Saved in:
23
MEASURING PREDICTABILITY: THEORY AND MACROECONOMIC APPLICATIONS
Diebold, Francis X.
;
Kilian, Lutz
-
1997
Persistent link: https://www.econbiz.de/10005980289
Saved in:
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