On the selection of forecasting models
| Year of publication: |
2003
|
|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
| Subject: | Forecast accuracy | Information criteria | Model Selection | Simulated out-of-sample method | Structural change |
| Series: | ECB Working Paper ; 214 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/152648 [Handle] RePEc:ecb:ecbwps:20030214 [RePEc] |
| Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
| Source: |
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On the Selection of Forecasting Models
Inoue, Atsushi, (2003)
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On the selection of forecasting models
Inoue, Atsushi, (2003)
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Empirical Information Criteria for Time Series Forecasting Model Selection
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