Small-Sample Forecasting Regression or Arima Models?

Journal of Quantitative Economics

Volumn 1, Issue 1, 2003, Pages 103-113

  Abeysinghe, Tilak ^a   Balasooriya, Uditha ^b   Tsui, Albert ^a  

^a Department of Economics ^*  (Singapore)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85105739398     PISSN: 09711554     EISSN: 23641045     Source Type: Journal    
DOI: 10.1007/BF03404652     Document Type: Article

References (10)

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5. Granger, C.W.J. and Newbold, P., (1986), Forecasting Economic Time Series, 2nd ed. (Academic Press, Inc.: Orlando, FL).
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9. Pierce, D.A., (1975) “Forecasting in Dynamic Models with Stochastic Regressors”, Journal of Econometrics, 3, pp. 349–374 DOI: 10.1016/0304-4076(75)90053-6
10. Zellner, A. and Palm, F., (1974) “Time Series Analysis and Simultaneous Equation Econometric Models” Journal of Econometrics, 2, pp. 17–54 DOI: 10.1016/0304-4076(74)90028-1