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subject:"Prognoseverfahren"
subject:"USA"
~person:"McCracken, Michael W."
~subject:"Kointegration"
~type:"article"
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Prognoseverfahren
USA
Kointegration
Estimation theory
8
Schätztheorie
8
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7
Time series analysis
3
Zeitreihenanalyse
3
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2
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fertility rates
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housing starts
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McCracken, Michael W.
Phillips, Peter C. B.
19
Kumar, Dilip
10
Swanson, Norman R.
10
Demetrescu, Matei
9
Hendry, David F.
9
Paruolo, Paolo
9
Baltagi, Badi H.
8
Koop, Gary
8
Ramírez, Miguel D.
8
Taylor, Robert
8
Teräsvirta, Timo
8
Tu, Yundong
8
Wagner, Martin
8
Cai, Zongwu
7
Johansen, Søren
7
Kapetanios, George
7
Pesaran, M. Hashem
7
Pittis, Nikitas
7
Shang, Han Lin
7
West, Kenneth D.
7
Bauwens, Luc
6
Caporale, Guglielmo Maria
6
Chambers, Marcus J.
6
Chevillon, Guillaume
6
Corradi, Valentina
6
Kurita, Takamitsu
6
Lahiri, Kajal
6
Taylor, James W.
6
Wang, Qiying
6
Zhang, Xinyu
6
Bai, Jushan
5
Bera, Anil K.
5
Bohn Nielsen, Heino
5
Boswijk, Herman Peter
5
Clements, Michael P.
5
Diebold, Francis X.
5
Fosten, Jack
5
Franses, Philip Hans
5
Gao, Jiti
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Journal of econometrics
3
A companion to economic forecasting
1
Econometric reviews
1
International economic review
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The Oxford handbook of economic forecasting
1
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ECONIS (ZBW)
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1
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
2
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
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3
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
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4
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
5
Testing for unconditional predictive ability
Clark, Todd E.
;
McCracken, Michael W.
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882037
Saved in:
6
Inference about predictive ability
McCracken, Michael W.
;
West, Kenneth D.
- In:
A companion to economic forecasting
,
(pp. 299-321)
.
2002
Persistent link: https://www.econbiz.de/10001893158
Saved in:
7
Regression-based tests of predictive ability
West, Kenneth D.
- In:
International economic review
39
(
1998
)
4
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
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