An Open-model Forecast-error Taxonomy.

An Open-model Forecast-error Taxonomy.

他のバージョン（1件）を表示する

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...

書誌詳細
主要な著者:	Hendry, D, Mizon, G
フォーマット:	Working paper
言語:	English
出版事項:	Department of Economics (University of Oxford) 2011

類似資料

An open-model forecast-error taxonomy
著者:: Hendry, D, 等
出版事項: (2011)

Forecasting from Structural Econometric Models.
著者:: Hendry, D, 等
出版事項: (2012)

Forecasting from structural econometric models
著者:: Hendry, D, 等
出版事項: (2012)

On Selecting Policy Analysis Models by Forecast Accuracy.
著者:: Hendry, D, 等
出版事項: (2000)

On Selecting Policy Analysis Models by Forecast Accuracy.
著者:: Hendry, D, 等
出版事項: (1999)

Unpredictability in economic analysis, econometric modeling and forecasting
著者:: Hendry, DF, 等
出版事項: (2014)

Forecasting in the presence of structural breaks and policy regime shifts
著者:: Hendry, D, 等
出版事項: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
著者:: Hendry, D, 等
出版事項: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
著者:: Hendry, D, 等
出版事項: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
著者:: Hendry, D, 等
出版事項: (2002)

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

Reformulating Empirical Macroeconomic Modelling.
著者:: Hendry, D, 等
出版事項: (2000)

Reformulating Empirical Macroeconometric Modelling.
著者:: Hendry, D, 等
出版事項: (2000)

Reformulating Empirical Macro-econometric Modelling.
著者:: Hendry, D, 等
出版事項: (2001)

Econometric Modelling of Changing Time Series.
著者:: Hendry, D, 等
出版事項: (2010)

Econometric modelling of changing time series
著者:: Hendry, D, 等
出版事項: (2010)

Econometric Modelling of Time Series with Outlying Observations
著者:: Hendry, D, 等
出版事項: (2011)

Evaluating Dynamic Econometric Models by Encompassing the VAR.
著者:: Hendry, D, 等
出版事項: (2005)

Evaluating Dynamic Econometric Models by Encompassing the VAR.
著者:: Hendry, D, 等
出版事項: (1993)

Evaluating Dynamic Econometric Models by Encompassing the VAR.
著者:: Hendry, D, 等
出版事項: (1990)

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)

Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK.
著者:: Hendry, D, 等
出版事項: (2011)

Exogeneity, Causality, and Co-breaking in Economic Policy Analysis of a Small Econometric Model of Money in the UK.
著者:: Hendry, D, 等
出版事項: (1998)

Evaluating multi-step system forecasts with relatively few forecast-error observations
著者:: Hendry, D, 等
出版事項: (2017)

Evaluating multi-step system forecasts with relatively few forecast-error observations
著者:: Hendry, D, 等
出版事項: (2016)

Model Identification and Non-unique Structure.
著者:: Hendry, D, 等
出版事項: (2001)

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
著者:: Hendry, D, 等
出版事項: (2011)

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification.
著者:: Hendry, D, 等
出版事項: (2011)

The Pervasiveness of Granger Causality in Econometrics.
著者:: Hendry, D, 等
出版事項: (1999)

Procrustean Econometrics: Or Stretching and Squeezing Data.
著者:: Hendry, D, 等
出版事項: (1990)

The Influence of A. W. Phillips on Econometrics.
著者:: Hendry, D, 等
出版事項: (2000)

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification.
著者:: Mizon, G, 等
出版事項: (1980)

On the mathematical basis of inter-temporal optimization.
著者:: Hendry, D, 等
出版事項: (2010)

Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
著者:: Hendry, D, 等
出版事項: (2000)

Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
著者:: Hendry, D, 等
出版事項: (2005)

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.
著者:: Hendry, D, 等
出版事項: (1978)

Procrustean Econometrics: Stretching and Squeezing Data.
著者:: Hendry, D, 等
出版事項: (1985)

Improving the teaching of econometrics
著者:: Hendry, D, 等
出版事項: (2016)

Improving the teaching of econometrics
著者:: Hendry, D, 等
出版事項: (2016)