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Volumn 19, Issue 2, 2003, Pages 199-215

A time-distance criterion for evaluating forecasting models

Author keywords

Forecasting evaluation; Leading indicators; Time distance

Indexed keywords


EID: 0043095777     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(02)00030-4     Document Type: Article
Times cited : (15)

References (15)
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    • Clements M.P. Hendry D.F. On the limitations of comparing mean square forecast errors; Comments; Reply Journal of Forecasting 12 1993 617-676
    • (1993) Journal of Forecasting , vol.12 , pp. 617-676
    • Clements, M.P.1    Hendry, D.F.2
  • 3
    • 0001905231 scopus 로고    scopus 로고
    • The economics of ultra-high frequency data
    • Engle R.F. The economics of ultra-high frequency data Econometrica 68 2000 1-22
    • (2000) Econometrica , vol.68 , pp. 1-22
    • Engle, R.F.1
  • 4
    • 0000373457 scopus 로고    scopus 로고
    • Autoregressive conditional duration: A new model for irregularly spaced transaction data
    • Engle R.F. Russell J. Autoregressive conditional duration: a new model for irregularly spaced transaction data Econometrica 66 1998 1127-1162
    • (1998) Econometrica , vol.66 , pp. 1127-1162
    • Engle, R.F.1    Russell, J.2
  • 5
    • 0039197827 scopus 로고    scopus 로고
    • Can we improve the perceived quality of economic forecasts?
    • Granger C.W.J. Can we improve the perceived quality of economic forecasts? Journal of Applied Econometrics 11 1996 455-473
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 455-473
    • Granger, C.W.J.1
  • 8
    • 0000601538 scopus 로고
    • Modeling nonlinearity over the business cycle
    • J. H. Stock, & M. W. Watson (Eds.), Chicago, IL: University of Chicago Press
    • Granger C.W.J. Teräsvirta T. Anderson H.M. Modeling nonlinearity over the business cycle In Stock J.H. Watson M.W. (Eds.), Business cycles, indicators, and forecasting 1993 University of Chicago PressChicago, IL
    • (1993) Business Cycles, Indicators, and Forecasting
    • Granger, C.W.J.1    Teräsvirta, T.2    Anderson, H.M.3
  • 13
    • 0003873322 scopus 로고
    • Introduction to the Theory of Non-parametric Statistics
    • New York: Wiley
    • Randles R.H.Wolfe D.A. Introduction to the theory of non-parametric statistics 1979 Wiley New York
    • (1979)
    • Randles, R.H.1    Wolfe, D.A.2
  • 14
    • 84980247009 scopus 로고
    • Time Distance as a Dynamic Measure of Disparities in Social and Economic Development
    • Fasc. 3
    • Sicherl, P., 1973. Time Distance as a Dynamic Measure of Disparities in Social and Economic Development, Kyklos, XXVI, Fasc. 3.
    • (1973) Kyklos , vol.26
    • Sicherl, P.1
  • 15
    • 30244552246 scopus 로고
    • Integrating Comparisons Across Time and Space: Methodology and Applications To Disparities Within Yugoslavia
    • Glasgow, Scotland: Centre For The Study of Public Policy, University of Strathclyde
    • Sicherl P. Integrating Comparisons Across Time and Space: Methodology and Applications To Disparities Within Yugoslavia 1993 Centre For The Study of Public Policy, University of StrathclydeGlasgow, Scotland
    • (1993)
    • Sicherl, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.