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...

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Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Hendry, D, Mizon, G
Formáid:	Working paper
Teanga:	English
Foilsithe / Cruthaithe:	Department of Economics (University of Oxford) 2011

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