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- W3125109568 abstract "Abstract: This paper develops a new approach for evaluating multi-step system forecasts with relatively few forecast-error observations. It extends Clements and Hendry (1993a) using Abadir et al.(2014) to generate design-free estimates of the general matrix of the forecast-error second-moment when there are relatively few forecast-error observations. Simulations show that the usefulness of alternative methods deteriorates when their assumptions are violated. The new approach compares well against these methods and provides correct forecast rankings." @default.
- W3125109568 created "2021-02-01" @default.
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- W3125109568 date "2016-03-08" @default.
- W3125109568 modified "2023-09-23" @default.
- W3125109568 title "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations" @default.
- W3125109568 hasPublicationYear "2016" @default.
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