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Robustness of Maximum Likelihood Estimates for Multi-Step Predictions: The Exponential Smoothing Case

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References

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2011Forecast horizon aggregation in integer autoregressive moving average (INARMA) models39 cited
2004Multi‐Step Forecasting39 cited
2006Direct Multi-Step Estimation and Forecasting30 cited
2008Modelling trends and cycles in economic time series: historical perspective and future developments20 cited
2009Structural Time Series Models for Business Cycle Analysis18 cited
2012Posterior Predictive Analysis for Evaluating DSGE Models18 cited
2001A personal journey through time series in Biometrika14 cited

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2014A Model-Based Analysis of Spillovers11 cited