Direct multi-step estimation and forecasting

Journal of Economic Surveys

Volumn 21, Issue 4, 2007, Pages 746-785

  Chevillon, Guillaume ^a,b  

^a ESSEC BUSINESS SCHOOL   (France)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Adaptive estimation; Multi step forecasting; Non stationarity; Structural breaks; Varying horizon

Indexed keywords

ESTIMATION METHOD; FORECASTING METHOD; NUMERICAL MODEL;

EID: 34547896974     PISSN: 09500804     EISSN: 14676419     Source Type: Journal    
DOI: 10.1111/j.1467-6419.2007.00518.x     Document Type: Review

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