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An Historical Perspective on Forecast Errors
16 references·1 citing·27 second hop
An Historical Perspective on Forecast Errors (2001)An Historical Perspective on Forecast Err…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsTesting the equality of prediction mean squared errors (1997)Testing the equality of predi…Dynamic Econometrics (1995)Dynamic EconometricsComparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyOutput Growth and the British Industrial Revolution: A Restatement of the Crafts-Harley View (1992)Output Growth and the British…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …British historical statistics (1989)British historical statisticsBritish Historical Statistics (1988)British Historical StatisticsEconometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…Structural Changes And Models Of Inflation In South Africa (2004)Structural Changes And Models…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)CoVaR (2016)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Combining forecasts: A review and annotated bibliography (1989)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)An Almost Ideal Demand System (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Principles of Forecasting (2001)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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  • 1977Time Series Analysis: Forecasting and Control6,592 cited
  • 1994Comparing Predictive Accuracy5,578 cited
  • 1978Time Series Analysis: Forecasting and Control.5,395 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,148 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1997Testing the equality of prediction mean squared errors2,123 cited
  • 2000Forecasting Economic Time Series1,785 cited
  • 1995Dynamic Econometrics1,199 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1988British Historical Statistics807 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 1989British historical statistics753 cited
  • 1986Econometric Evaluation of Linear Macro-Economic Models601 cited
  • 1992Output Growth and the British Industrial Revolution: A Restatement of the Crafts-Harley View566 cited

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  • 2004Structural Changes And Models Of Inflation In South Africa8 cited