Modelling Methodology and Forecast Failure.

Modelling Methodology and Forecast Failure.

We analyse by simulation the impact of model-selection strategies (sometimes called pre-testing) on forecast performance in both constant- and non-constant-parameter processes. Restricted, unrestricted and selected models are compared when either of the first two might generate the data. We find lit...

書誌詳細
主要な著者:	Clements, M, Hendry, D
フォーマット:	Journal article
言語:	English
出版事項:	2002

類似資料

Macro-economic Forecasting and Modelling.
著者:: Clements, M, 等
出版事項: (1995)

Evaluating a model by forecast performance
著者:: Clements, M, 等
出版事項: (2005)

Evaluating a Model by Forecast Performance.
著者:: Clements, M, 等
出版事項: (2005)

Forecasting with Difference-Stationary and Trend-Stationary Models.
著者:: Hendry, D, 等
出版事項: (2000)

Forecasting with Difference-Stationary and Trend-Stationary Models.
著者:: Clements, M, 等
出版事項: (1998)

Forecasting with Difference-Stationary and Trend-Stationary Models.
著者:: Clements, M, 等
出版事項: (2001)

Forecasting with difference-stationary and trend-stationary models
著者:: Hendry, D, 等
出版事項: (2000)

The Implications for Econometric Modelling of Forecast Failure.
著者:: Hendry, D, 等
出版事項: (1997)

Pooling of Forecasts.
著者:: Hendry, D, 等
出版事項: (2002)

Forecasting with breaks
著者:: Clements, M, 等
出版事項: (2006)

Pooling of forecasts
著者:: Clements, M, 等
出版事項: (2004)

Pooling of Forecasts.
著者:: Hendry, D, 等
出版事項: (2004)

Forecasting with breaks.
著者:: Clements, M, 等
出版事項: (2006)

Forecasting in Cointegration Systems.
著者:: Clements, M, 等
出版事項: (1995)

Forecasting Economic Processes.
著者:: Clements, M, 等
出版事項: (1998)

Forecasting in Cointegrated Systems.
著者:: Clements, M, 等
出版事項: (1992)

Forecasting in Cointegrated Systems.
著者:: Clements, M, 等
出版事項: (1999)

Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts.
著者:: Hendry, D, 等
出版事項: (2010)

Forecasting from mis-specified models in the presence of unanticipated location shifts
著者:: Hendry, D, 等
出版事項: (2010)

Forecasting Annual UK Inflation using an Econometric Model over 1875–1991.
著者:: Clements, M, 等
出版事項: (2008)

Multi-Step Estimation for Forecasting.
著者:: Clements, M, 等
出版事項: (1996)

An Historical Perspective on Forecast Errors.
著者:: Clements, M, 等
出版事項: (2001)

Forecasting economic time series
著者:: Clements, M, 等
出版事項: (1998)

Multi-step estimation for forecasting
著者:: Clements, M, 等
出版事項: (1996)

On Winning Forecasting Competitions in Economics.
著者:: Clements, M, 等
出版事項: (1999)

Multi-step Estimation for Forecasting.
著者:: Clements, M, 等
出版事項: (1996)

Forecasting Economic Processes--A Reply.
著者:: Clements, M, 等
出版事項: (1998)

Economic Forecasting in a Changing World.
著者:: Clements, M, 等
出版事項: (2008)

Can Econometrics Improve Economic Forecasting?
著者:: Hendry, D, 等
出版事項: (1994)

Economic Forecasting in the Face of Structural Breaks.
著者:: Hendry, D, 等
出版事項: (2000)

Towards a Theory of Economic Forecasting.
著者:: Clements, M, 等
出版事項: (1994)

On the Limitations of Comparing Mean Square Forecast Errors.
著者:: Clements, M, 等
出版事項: (1992)

On the Limitations of Comparing Mean Square Forecast Errors.
著者:: Clements, M, 等
出版事項: (1999)

On a Theory of Intercept Corrections in Macroeconometric Forecasting.
著者:: Hendry, D, 等
出版事項: (1994)

An Empirical Study of Seasonal Unit Roots in Forecasting.
著者:: Clements, M, 等
出版事項: (1997)

Forecasting non-stationary economic time series
著者:: Clements, M, 等
出版事項: (1999)

Explaining the Results of the M3 Forecasting Competition.
著者:: Clements, M, 等
出版事項: (2001)

Guest Editors' Introduction: Information in Economic Forecasting.
著者:: Clements, M, 等
出版事項: (2005)

Forecast Failure, Expectations Formation and the Lucas Critique.
著者:: Hendry, D
出版事項: (2002)

Forecast Failure, Expectations Formation, and the Lucas Critique.
著者:: Hendry, D
出版事項: (2000)