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Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002228506
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Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124449
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Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume; Hendry, David F. - In: International journal of forecasting 21 (2005) 2, pp. 201-218
Persistent link: https://www.econbiz.de/10002687738
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Non-Parametric Direct Multi-Step Estimation for Forecasting Economic Processes
Chevillon, Guillaume; Hendry, David F. - 2004
We evaluate the asymptotic and finite-sample properties of direct multi-step estimation (DMS) for forecasting at several horizons. For forecast accuracy gains from DMS in finite samples, mis-specification and non-stationarity of the DGP are necessary, but when a model is well-specified,...
Persistent link: https://www.econbiz.de/10014071203
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Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
Chevillon, Guillaume; Hendry, David F. - Economics Group, Nuffield College, University of Oxford - 2004
We evaluate the asymptotic and finite-sample properties of direct multi-step estimation (DMS) for forecasting at several horizons. For forecast accuracy gains from DMS in finite samples, mis-specification and non-stationarity of the DGP are necessary, but when a model is well-specified,...
Persistent link: https://www.econbiz.de/10005730257
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Analyse économétrique et compréhension des erreurs de prévision
Chevillon, Guillaume - 2005
Persistent link: https://www.econbiz.de/10003326027
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Multi-step forecasting in unstable economies : robustness issues in the presence of location shifts
Chevillon, Guillaume (contributor) - 2006
Persistent link: https://www.econbiz.de/10003281488
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Inference in the presence of stochastic and deterministic trends
Chevillon, Guillaume - 2007
Persistent link: https://www.econbiz.de/10003589314
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Direct multi-step estimation and forecasting
Chevillon, Guillaume - In: Journal of economic surveys 21 (2007) 4, pp. 746-785
Persistent link: https://www.econbiz.de/10003516730
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Multi-step forecasting in emerging economies : an investigation of the South African GDP
Chevillon, Guillaume - In: International journal of forecasting 25 (2009) 3, pp. 602-628
Persistent link: https://www.econbiz.de/10003877648