An Open-model Forecast-error Taxonomy.

An Open-model Forecast-error Taxonomy.

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We develop forecast-error taxonomies when there are unmodeled variables, forecast ‘off-line’. We establish three surprising results. Even when an open system is correctly specified in-sample with zero intercepts, despite known future values of strongly exogenous variables, changes in dynamics can...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Hendry, D, Mizon, G
Fformat:	Working paper
Iaith:	English
Cyhoeddwyd:	Department of Economics (University of Oxford) 2011

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