A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Massimiliano Marcellino, James H. Stock, Mark W. Watson
| Year of publication: |
2006
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|---|---|
| Authors: | Marcellino, Massimiliano ; Stock, James H. ; Watson, Mark W. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 135.2006, 1/2, p. 499-526
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| Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003376109