Forecasting with leading indicators revisited

Journal of Forecasting

Volumn 22, Issue 8, 2003, Pages 603-617

  Tsay, Ruey S ^a   Wu, Chung Shu ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

Distributed lag model; Functional coefficient model; Likelihood ratio test; Transfer function

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; TECHNOLOGY; TRANSFER FUNCTIONS;

DISTRIBUTED LAG MODEL; FUNCTIONAL COEFFICIENT MODEL; LIKELIHOOD RATIO TEST;

FORECASTING;

EID: 0347567384     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.879     Document Type: Article

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