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TESTS FOR MULTIPLE FORECAST ENCOMPASSING.

Authors :
Harvey, David
Newbold, Paul
Source :
Journal of Applied Econometrics; Sep/Oct2000, Vol. 15 Issue 5, p471-482, 12p, 4 Charts
Publication Year :
2000

Abstract

Presents a study which developed tests for multiple forecast encompassing which are robust to properties expected in the forecast errors and applied the tests to forecasts of growth and inflation in Great Britain. Importance of forecast evaluation; Conclusion.

Details

Language :
English
ISSN :
08837252
Volume :
15
Issue :
5
Database :
Complementary Index
Journal :
Journal of Applied Econometrics
Publication Type :
Academic Journal
Accession number :
3907610
Full Text :
https://doi.org/10.1002/1099-1255(200009/10)15:5<471::AID-JAE567>3.0.CO;2-X