SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The sampling distribution of forecasts from a first-order autoregression · Study

ArticleShelves

ArticleThe sampling distribution of forecasts from a first-order autoregression

Peter C.B. Phillips1979

Article1979

The sampling distribution of forecasts from a first-order autoregression

Peter C.B. Phillips

105 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 105 citations exist upstream.

References

1977Time Series Analysis: Forecasting and Control 1971Time Series Analysis Forecasting and Control.1950Statistical Inference in Dynamic Economic Models 1969First Order Autoregression: Inference, Estimation, and Prediction 1973Econometric Models of Cyclical Behaviour.1977A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators

Cited by

2015Measuring the dynamics of global business cycle connectedness 1991Multi-step estimation and forecasting in dynamic models 1996VAR, ERROR CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS 1986Sampling the Future: A Bayesian Approach to Forecasting From Univariate Time Series Models 1988The exact multi-period mean-square forecast error for the first-order autoregressive model 1979Asymptotic Prediction Mean Squared Error for Vector Autoregressive Models 2013Empirical prediction intervals revisited 1980

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000On the Time‐Series Approach to Econometric Model Buildingchapter · 4 shared references 2000Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdomchapter · 4 shared references 2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Moneychapter · 3 shared references 2017A method for agent-based models validationarticle · 3 shared references 2000Stochastic Specification in an Aggregate Demand Model of the United Kingdomchapter · 3 shared references 2004The Nobel Memorial Prize for Clive W. J. Grangerarticle · 3 shared references

Details

Year1979

Typearticle

Published1979-02-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations105

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/0304-4076(79)90073-3

openalex_workW2019313222

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Predictors for the first-order autoregressive process