Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection-Reference-Cited by-同舟云学术

Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection

Published:2010-06-17 Issue:2 Volume:41 Page:487-510
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Herwartz Helmut

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00181-010-0378-3.pdf

Reference21 articles.

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3. Bates JM, Granger CJW (1969) The combination of forecasts. Opl Res Q 20: 451–468

4. Dawid AP (1984) Present position and potential developments. Statistical theory. The prequential approach. J R Stat Soc A 49: 223–265

5. Dees S, di Mauro F, Pesaran MH, Smith LV (2007) Exploring the international linkages of the Euro area: a global VAR analysis. J Appl Econom 22: 1–38

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