Guesstimation

Journal of Forecasting

Volumn 21, Issue 6, 2002, Pages 417-433

  Charemza, Wojciech W ^a  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

Author keywords

Computations; Estimation; Macromodels; Methodology; Short data series

Indexed keywords

COMPUTER SIMULATION; ERROR DETECTION; ITERATIVE METHODS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

MACROECONOMICS;

ECONOMICS;

EID: 0036735574     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.832     Document Type: Article

References (14)

1. Forecasting based on very small samples and additional non-sample information
2. The LAM-3 model of East European economies: Foundations and specification
3. Cointegration in recursive systems
4. Cointegration and dynamic simultaneous equations model
5. Macroeconometric disequilibrium models
6. Simulation estimation of dynamic switching regression and dynamic disequilibirum models: Some Monte Carlo results
7. A smooth likelihood simulator for dynamic disequilibrium models
8. Bayesian and non-Bayesian method for combining models and forecasts with applications to forecasting international growth rates
9. A non-linear error correction mechanism based on the bilinear model
10. On the use of incomplete prior information in regression analysis
11. On pure and mixed statistical estimation in economics