Matches in SemOpenAlex for { <https://semopenalex.org/work/W1984009054> ?p ?o ?g. }
Showing items 1 to 58 of
58
with 100 items per page.
- W1984009054 abstract "Using Monte Carlo simulations, we compare the forecasting performance of the single equation error correction model (SEECM) with that of the (misspecified) difference autoregressive model with exogenous variables (ARX). The main result of the article is that the SEECM produces superior forecasts for short horizons, but not for long horizons, as shown analytically by Christoffersen and Diebold (1999). 1 The views expressed in this article are those of the author and not necessarily those of the Deutsche Bundesbank." @default.
- W1984009054 created "2016-06-24" @default.
- W1984009054 creator A5028729063 @default.
- W1984009054 date "2009-01-26" @default.
- W1984009054 modified "2023-09-25" @default.
- W1984009054 title "A comparison of forecasting performance between ECM and the difference ARX model1" @default.
- W1984009054 cites W1935284371 @default.
- W1984009054 cites W2025161033 @default.
- W1984009054 cites W2080840193 @default.
- W1984009054 cites W2167750455 @default.
- W1984009054 doi "https://doi.org/10.1080/13504850601018171" @default.
- W1984009054 hasPublicationYear "2009" @default.
- W1984009054 type Work @default.
- W1984009054 sameAs 1984009054 @default.
- W1984009054 citedByCount "0" @default.
- W1984009054 crossrefType "journal-article" @default.
- W1984009054 hasAuthorship W1984009054A5028729063 @default.
- W1984009054 hasConcept C105795698 @default.
- W1984009054 hasConcept C149782125 @default.
- W1984009054 hasConcept C159877910 @default.
- W1984009054 hasConcept C162324750 @default.
- W1984009054 hasConcept C19499675 @default.
- W1984009054 hasConcept C33923547 @default.
- W1984009054 hasConcept C41008148 @default.
- W1984009054 hasConceptScore W1984009054C105795698 @default.
- W1984009054 hasConceptScore W1984009054C149782125 @default.
- W1984009054 hasConceptScore W1984009054C159877910 @default.
- W1984009054 hasConceptScore W1984009054C162324750 @default.
- W1984009054 hasConceptScore W1984009054C19499675 @default.
- W1984009054 hasConceptScore W1984009054C33923547 @default.
- W1984009054 hasConceptScore W1984009054C41008148 @default.
- W1984009054 hasLocation W19840090541 @default.
- W1984009054 hasOpenAccess W1984009054 @default.
- W1984009054 hasPrimaryLocation W19840090541 @default.
- W1984009054 hasRelatedWork W187103792 @default.
- W1984009054 hasRelatedWork W1971230665 @default.
- W1984009054 hasRelatedWork W2028163838 @default.
- W1984009054 hasRelatedWork W2095485588 @default.
- W1984009054 hasRelatedWork W2103320194 @default.
- W1984009054 hasRelatedWork W2122328477 @default.
- W1984009054 hasRelatedWork W2166648919 @default.
- W1984009054 hasRelatedWork W2182393788 @default.
- W1984009054 hasRelatedWork W2351721083 @default.
- W1984009054 hasRelatedWork W2429846708 @default.
- W1984009054 hasRelatedWork W2503803311 @default.
- W1984009054 hasRelatedWork W2603991923 @default.
- W1984009054 hasRelatedWork W3109432475 @default.
- W1984009054 hasRelatedWork W3121943996 @default.
- W1984009054 hasRelatedWork W3122404989 @default.
- W1984009054 hasRelatedWork W3124424670 @default.
- W1984009054 hasRelatedWork W3125687673 @default.
- W1984009054 hasRelatedWork W3136738817 @default.
- W1984009054 hasRelatedWork W816848596 @default.
- W1984009054 hasRelatedWork W2159712843 @default.
- W1984009054 isParatext "false" @default.
- W1984009054 isRetracted "false" @default.
- W1984009054 magId "1984009054" @default.
- W1984009054 workType "article" @default.