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A tale of forecasting 1001 series : The Bayesian knight strikes again

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  • Zellner, Arnold

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File URL: http://www.sciencedirect.com/science/article/B6V92-49W7DN5-B/2/01c48b512744e9c31c9f4e303450ba8b
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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 2 (1986)
Issue (Month): 4 ()
Pages: 491-494

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Handle: RePEc:eee:intfor:v:2:y:1986:i:4:p:491-494

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Web page: http://www.elsevier.com/locate/ijforecast

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Cited by:
  1. Sonali Das & Rangan Gupta & Alain Kabundi, 2009. "Could we have predicted the recent downturn in the South African Housing Market?," Working Papers 149, Economic Research Southern Africa.
  2. Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
  3. JS Armstrong & Robert Fildes, 2004. "Correspondence On the Selection of Error Measures for Comparisons Among Forecasting Methods," General Economics and Teaching 0412002, EconWPA.
  4. Davydenko, Andrey & Fildes, Robert, 2013. "Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 510-522.
  5. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
  6. Guangling ‘Dave’ Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 51, Economic Research Southern Africa.
  7. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
  8. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.

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