Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration
Year of publication: |
1992
|
---|---|
Authors: | Ericsson, Neil R. |
Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 14.1992, 4, p. 465-495
|
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory | Geldnachfrage | Money demand | Großbritannien | United Kingdom | 1964-1989 |
-
Money demand, adjustment costs, and forward-looking behavior
Engsted, Tom, (1997)
-
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren, (1992)
-
Steel, Mark F. J., (1992)
- More ...
-
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)
Ericsson, Neil R., (2008)
-
The power of cointegration tests
Kremers, Jeroen J. M., (1992)
-
Ericsson, Neil R., (1994)
- More ...