A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
Year of publication: |
June 2016
|
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Authors: | Pincheira, Pablo ; West, Kenneth D. |
Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 70.2016, 2, p. 304-319
|
Subject: | Causality | Random walk | Out-of-sample | Prediction | Multistep forecasts | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Random Walk | Prognose | Forecast |
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