A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
| Year of publication: |
2006
|
|---|---|
| Authors: | Marcellino, Massimiliano ; Stock, James H. ; Watson, Mark W. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 135.2006, 1-2, p. 499-526
|
| Publisher: |
Elsevier |