Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam

DOI10.1016/J.JECONOM.2006.05.016zbMath1420.01019OpenAlexW2052444137MaRDI QIDQ277147

Clive W. J. Granger

Publication date: 4 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.016

zbMATH Keywords

forecast evaluationpredictive distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) History of mathematics at institutions and academies (non-university) (01A74) History of statistics (62-03)

Related Items (1)

Evolution of forecast disagreement in a Bayesian learning model

Cites Work

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