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: |
2005
|
|---|---|
| Authors: | Marcellino, Massimiliano |
| Other Persons: | Stock, James H. (contributor) ; Watson, Mark W. (contributor) |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | USA | United States | Vektor-autoregressives Modell |
| Extent: | 28 S. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 4976 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013424599