Do Long‐Run Theory Restrictions Help in Forecasting?

DOI10.1002/FOR.1229zbMATH Open1397.91507OpenAlexW1556548854MaRDI QIDQ4687272

S. Mahdi Barakchian

Publication date: 11 October 2018

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

Full work available at URL: https://doi.org/10.1002/for.1229

zbMATH Keywords

vector error correction modelrank restrictionsforecast averaging

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Related Items (1)

Are spectral estimators useful for long-run restrictions in SVARs?

This page was built for publication: Do Long‐Run Theory Restrictions Help in Forecasting?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687272)