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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Bibliografiske detaljer
Main Authors:	Clements, M, Hendry, D
Format:	Working paper
Sprog:	English
Udgivet:	Department of Economics (University of Warwick) 1996

Lignende værker

Multi-step estimation for forecasting
af: Clements, M, et al.
Udgivet: (1996)

Multi-step Estimation for Forecasting.
af: Clements, M, et al.
Udgivet: (1996)

Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.
af: Chevillon, G, et al.
Udgivet: (2004)

Non-parametric Direct Multi-step Estimation for Forecasting Economic Processes.
af: Chevillon, G, et al.
Udgivet: (2005)

Non-parametric direct multi-step estimation for forecasting economic processes
af: Hendry, D, et al.
Udgivet: (2004)

Evaluating multi-step system forecasts with relatively few forecast-error observations
af: Hendry, D, et al.
Udgivet: (2017)

Evaluating multi-step system forecasts with relatively few forecast-error observations
af: Hendry, D, et al.
Udgivet: (2016)

Forecasting with breaks
af: Clements, M, et al.
Udgivet: (2006)

Pooling of forecasts
af: Clements, M, et al.
Udgivet: (2004)

Pooling of Forecasts.
af: Hendry, D, et al.
Udgivet: (2002)

Pooling of Forecasts.
af: Hendry, D, et al.
Udgivet: (2004)

Forecasting with breaks.
af: Clements, M, et al.
Udgivet: (2006)

Forecasting in Cointegration Systems.
af: Clements, M, et al.
Udgivet: (1995)

Forecasting Economic Processes.
af: Clements, M, et al.
Udgivet: (1998)

Forecasting in Cointegrated Systems.
af: Clements, M, et al.
Udgivet: (1992)

Forecasting in Cointegrated Systems.
af: Clements, M, et al.
Udgivet: (1999)

Modelling Methodology and Forecast Failure.
af: Clements, M, et al.
Udgivet: (2002)

An Historical Perspective on Forecast Errors.
af: Clements, M, et al.
Udgivet: (2001)

Forecasting economic time series
af: Clements, M, et al.
Udgivet: (1998)

Macro-economic Forecasting and Modelling.
af: Clements, M, et al.
Udgivet: (1995)

On Winning Forecasting Competitions in Economics.
af: Clements, M, et al.
Udgivet: (1999)

Forecasting Economic Processes--A Reply.
af: Clements, M, et al.
Udgivet: (1998)

Economic Forecasting in a Changing World.
af: Clements, M, et al.
Udgivet: (2008)

Evaluating a model by forecast performance
af: Clements, M, et al.
Udgivet: (2005)

Can Econometrics Improve Economic Forecasting?
af: Hendry, D, et al.
Udgivet: (1994)

Economic Forecasting in the Face of Structural Breaks.
af: Hendry, D, et al.
Udgivet: (2000)

Towards a Theory of Economic Forecasting.
af: Clements, M, et al.
Udgivet: (1994)

Evaluating a Model by Forecast Performance.
af: Clements, M, et al.
Udgivet: (2005)

On the Limitations of Comparing Mean Square Forecast Errors.
af: Clements, M, et al.
Udgivet: (1992)

On the Limitations of Comparing Mean Square Forecast Errors.
af: Clements, M, et al.
Udgivet: (1999)

Forecasting with Difference-Stationary and Trend-Stationary Models.
af: Hendry, D, et al.
Udgivet: (2000)

On a Theory of Intercept Corrections in Macroeconometric Forecasting.
af: Hendry, D, et al.
Udgivet: (1994)

Forecasting with Difference-Stationary and Trend-Stationary Models.
af: Clements, M, et al.
Udgivet: (1998)

An Empirical Study of Seasonal Unit Roots in Forecasting.
af: Clements, M, et al.
Udgivet: (1997)

Forecasting non-stationary economic time series
af: Clements, M, et al.
Udgivet: (1999)

Explaining the Results of the M3 Forecasting Competition.
af: Clements, M, et al.
Udgivet: (2001)

Guest Editors' Introduction: Information in Economic Forecasting.
af: Clements, M, et al.
Udgivet: (2005)

Forecasting with Difference-Stationary and Trend-Stationary Models.
af: Clements, M, et al.
Udgivet: (2001)

Forecasting with difference-stationary and trend-stationary models
af: Hendry, D, et al.
Udgivet: (2000)

Robust approaches to forecasting
af: Castle, J, et al.
Udgivet: (2014)