Evaluating multi-step system forecasts with relatively few forecast-error observations
David F. Hendry, Andrew B. Martinez
| Year of publication: |
April-June 2017
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|---|---|
| Authors: | Hendry, David F. ; Martinez, Andrew B. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 2, p. 359-372
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.08.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011921041