Evaluating multi-step system forecasts with relatively few forecast-error observations

David F. Hendry and Andrew B. Martinez

Year of publication:	March 2016
Authors:	Hendry, David F. ; Martinez, Andrew B.
Publisher:	Oxford : University of Oxford, Department of Economics
Subject:	Invariance \| Forecast evaluation \| Forecast error \| Moment matrices \| MSFE \| GFESM \| Prognoseverfahren \| Forecasting model \| Statistischer Fehler \| Statistical error \| Wirtschaftsprognose \| Economic forecast \| Prognose \| Forecast \| Schätztheorie \| Estimation theory

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