Robustifying forecasts from equilibrium-correction systems

DOI10.1016/j.jeconom.2005.07.029zbMath1418.62467OpenAlexW2098048444MaRDI QIDQ291860

David F. Hendry

Publication date: 10 June 2016

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

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:57adf07f-f189-4af4-9f17-6d36c5db46fd

zbMATH Keywords

cointegrationnon-stationarityequilibrium correctionrobust forecastsUK money

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) Economic time series analysis (91B84)

Related Items

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Uses Software

• PcGive

Cites Work

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