Similar Search Results

Comments on: "The state of macroeconomic forecasting"

West, Kenneth D. - In: Journal of macroeconomics 24 (2002) 4, pp. 495-497

Persistent link: https://www.econbiz.de/10001729006

Comments on: "The state of macroeconomic forecasting"

Smith, Ron - In: Journal of macroeconomics 24 (2002) 4, pp. 491-493

Persistent link: https://www.econbiz.de/10001729001

Comments on: "The state of macroeconomic forecasting"

Zellner, Arnold - In: Journal of macroeconomics 24 (2002) 4, pp. 499-502

Persistent link: https://www.econbiz.de/10001729010

Comments on: "The state of macroeconomic forecasting"

Clements, Michael P. - In: Journal of macroeconomics 24 (2002) 4, pp. 469-482

Persistent link: https://www.econbiz.de/10001728991

Comments on: "The state of macroeconomic forecasting"

Croushore, D. - In: Journal of macroeconomics 24 (2002) 4, pp. 483-489

Persistent link: https://www.econbiz.de/10001728999

Rejoinder to comments on forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715

Persistent link: https://www.econbiz.de/10003921332

Forecast evaluation of small nested model sets

Hubrich, Kirstin; West, Kenneth D. - 2009

We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially, and do...