Lee, Ming-Chih; Chiu, Chien-Liang; Cheng, Wan-Hsiu - In: The International Journal of Business and Finance Research 1 (2007) 2, pp. 1-9
A tradeoff between forecast accuracy and the length of an estimation period always exists in forecasting. Longer estimation periods are argued to be less efficient, however, using the forecast encompassing and accuracy test, this study discusses the importance of considering the overall...
