Matches in SemOpenAlex for { <https://semopenalex.org/work/W2024272955> ?p ?o ?g. }
Showing items 1 to 66 of
66
with 100 items per page.
- W2024272955 abstract "Abstract A restricted forecasting compatibility test for Vector Autoregressive Error Correction models is analyzed in this work. It is shown that a variance–covariance matrix associated with the restrictions can be used to cancel out model dynamics and interactions between restrictions. This allows us to interpret the joint compatibility test as a composition of the corresponding single restriction compatibility tests. These tests are useful for appreciating the contribution of each and every restriction to the joint compatibility between the whole set of restrictions and the unrestricted forecasts. An estimated process adjustment for the test is derived and the resulting feasible joint compatibility test turns out to have better performance than the original one. An empirical illustration of the usefulness of the proposed test makes use of Mexican macroeconomic data and the targets proposed by the Mexican Government for the year 2003." @default.
- W2024272955 created "2016-06-24" @default.
- W2024272955 creator A5059500528 @default.
- W2024272955 creator A5086599821 @default.
- W2024272955 date "2006-10-01" @default.
- W2024272955 modified "2023-09-24" @default.
- W2024272955 title "Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts" @default.
- W2024272955 cites W1503433769 @default.
- W2024272955 cites W1970256805 @default.
- W2024272955 cites W1977793829 @default.
- W2024272955 cites W2029846494 @default.
- W2024272955 cites W2031337602 @default.
- W2024272955 cites W2046105906 @default.
- W2024272955 cites W2072033864 @default.
- W2024272955 cites W2098261300 @default.
- W2024272955 cites W2110603299 @default.
- W2024272955 cites W2235799657 @default.
- W2024272955 cites W2327683694 @default.
- W2024272955 cites W2533835482 @default.
- W2024272955 cites W2917202005 @default.
- W2024272955 cites W3123963156 @default.
- W2024272955 cites W3180949285 @default.
- W2024272955 cites W318673191 @default.
- W2024272955 cites W618022126 @default.
- W2024272955 cites W1975144269 @default.
- W2024272955 doi "https://doi.org/10.1016/j.ijforecast.2005.12.002" @default.
- W2024272955 hasPublicationYear "2006" @default.
- W2024272955 type Work @default.
- W2024272955 sameAs 2024272955 @default.
- W2024272955 citedByCount "6" @default.
- W2024272955 countsByYear W20242729552014 @default.
- W2024272955 countsByYear W20242729552015 @default.
- W2024272955 crossrefType "journal-article" @default.
- W2024272955 hasAuthorship W2024272955A5059500528 @default.
- W2024272955 hasAuthorship W2024272955A5086599821 @default.
- W2024272955 hasConcept C127413603 @default.
- W2024272955 hasConcept C149782125 @default.
- W2024272955 hasConcept C159877910 @default.
- W2024272955 hasConcept C2778648169 @default.
- W2024272955 hasConcept C33923547 @default.
- W2024272955 hasConcept C41008148 @default.
- W2024272955 hasConcept C42360764 @default.
- W2024272955 hasConceptScore W2024272955C127413603 @default.
- W2024272955 hasConceptScore W2024272955C149782125 @default.
- W2024272955 hasConceptScore W2024272955C159877910 @default.
- W2024272955 hasConceptScore W2024272955C2778648169 @default.
- W2024272955 hasConceptScore W2024272955C33923547 @default.
- W2024272955 hasConceptScore W2024272955C41008148 @default.
- W2024272955 hasConceptScore W2024272955C42360764 @default.
- W2024272955 hasLocation W20242729551 @default.
- W2024272955 hasOpenAccess W2024272955 @default.
- W2024272955 hasPrimaryLocation W20242729551 @default.
- W2024272955 hasRelatedWork W1522504334 @default.
- W2024272955 hasRelatedWork W2013444265 @default.
- W2024272955 hasRelatedWork W2023446719 @default.
- W2024272955 hasRelatedWork W2040997908 @default.
- W2024272955 hasRelatedWork W2056210026 @default.
- W2024272955 hasRelatedWork W2212378248 @default.
- W2024272955 hasRelatedWork W2968531486 @default.
- W2024272955 hasRelatedWork W3121933910 @default.
- W2024272955 hasRelatedWork W3149328373 @default.
- W2024272955 hasRelatedWork W331667891 @default.
- W2024272955 isParatext "false" @default.
- W2024272955 isRetracted "false" @default.
- W2024272955 magId "2024272955" @default.
- W2024272955 workType "article" @default.