Multi-Step Estimation for Forecasting.

Multi-Step Estimation for Forecasting.

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We delineate conditions which favour multi-step, or dynamic estimation for multi-step forecasting. An analytical example shows how dynamic estimation (DE) may accomodateincorrectly-specified models as the forecast lead alters, improving forecast performance for some mis-specifications. However, in c...

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Manylion Llyfryddiaeth
Prif Awduron:	Clements, M, Hendry, D
Fformat:	Working paper
Iaith:	English
Cyhoeddwyd:	Department of Economics (University of Warwick) 1996

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Non-parametric Direct Multi-step Estimation for Forecasting Economic Processes.
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Evaluating multi-step system forecasts with relatively few forecast-error observations
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Forecasting with breaks
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Pooling of forecasts
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Pooling of Forecasts.
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Pooling of Forecasts.
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Forecasting with breaks.
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Forecasting in Cointegration Systems.
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Forecasting Economic Processes.
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Cyhoeddwyd: (1998)

Forecasting in Cointegrated Systems.
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Cyhoeddwyd: (1992)

Forecasting in Cointegrated Systems.
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Cyhoeddwyd: (1999)

Modelling Methodology and Forecast Failure.
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Cyhoeddwyd: (2002)

An Historical Perspective on Forecast Errors.
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Forecasting economic time series
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Macro-economic Forecasting and Modelling.
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On Winning Forecasting Competitions in Economics.
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Cyhoeddwyd: (1999)

Forecasting Economic Processes--A Reply.
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Cyhoeddwyd: (1998)

Economic Forecasting in a Changing World.
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Evaluating a model by forecast performance
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Can Econometrics Improve Economic Forecasting?
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Economic Forecasting in the Face of Structural Breaks.
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Towards a Theory of Economic Forecasting.
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Evaluating a Model by Forecast Performance.
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On the Limitations of Comparing Mean Square Forecast Errors.
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On the Limitations of Comparing Mean Square Forecast Errors.
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Forecasting with Difference-Stationary and Trend-Stationary Models.
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On a Theory of Intercept Corrections in Macroeconometric Forecasting.
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Forecasting with Difference-Stationary and Trend-Stationary Models.
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An Empirical Study of Seasonal Unit Roots in Forecasting.
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Forecasting non-stationary economic time series
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Explaining the Results of the M3 Forecasting Competition.
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Guest Editors' Introduction: Information in Economic Forecasting.
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Forecasting with Difference-Stationary and Trend-Stationary Models.
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Forecasting with difference-stationary and trend-stationary models
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Robust approaches to forecasting
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