Evaluating Conditional Forecasts from Vector Autoregressions
Year of publication: |
2014-10-02
|
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Authors: | Clark, Todd ; McCracken, Michael |
Institutions: | Federal Reserve Bank of Cleveland |
Subject: | Prediction | forecasting | out-of-sample |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Number 1413 52 pages |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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