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Evaluating the predictive accuracy of models

In: Handbook of Econometrics

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  • Fair, Ray C.

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This chapter was published in:

  • Z. Griliches† & M. D. Intriligator (ed.), 1986. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 3, number 3, January.
    This item is provided by Elsevier in its series Handbook of Econometrics with number 3-33.

    Handle: RePEc:eee:ecochp:3-33

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    Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Gary Fromm & Lawrence R. Klein, 1976. "THE NBER/NSF Model Comparison Seminar: An Analysis of Results," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 1-28 National Bureau of Economic Research, Inc.
    2. Michael K. Evans & Lawrence R. Klein & Mitsuo Saito & Michael D. McCarthy, 1972. "Short-Run Prediction And Long-Run Simulation Of The Wharton Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Vols. 1 and 2, pages 139-200 National Bureau of Economic Research, Inc.
    3. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model," MPRA Paper 21287, University Library of Munich, Germany.
    4. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    5. Gary Fromm & Lawrence R. Klein & George R. Schink, 1972. "Short- And Long-Term Simulations With The Brookings Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Vols. 1 and 2, pages 201-310 National Bureau of Economic Research, Inc.
    6. Yoel Haitovsky & George Treyz & Vincent Su, 1974. "Forecasts with Quarterly Macroeconomic Models," NBER Books, National Bureau of Economic Research, Inc, number hait74-1, July.
    7. Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.
    8. Ray C. Fair, 1978. "Estimating the Expected Predictive Accuracy of Econometric Models," Cowles Foundation Discussion Papers 480, Cowles Foundation for Research in Economics, Yale University.
    9. George R. Green & Maurice Liebenberg & Albert A. Hirsch, 1972. "Short- And Long-Term Simulations With The Obe Econometric Model," NBER Chapters, in: Econometric Models of Cyclical Behavior, Vols. 1 and 2, pages 25-138 National Bureau of Economic Research, Inc.
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    Cited by:
    1. Jaime Marquez, 1988. "Income and price elasticities of foreign trade flows: econometric estimation and analysis of the U.S. trade deficit," International Finance Discussion Papers 324, Board of Governors of the Federal Reserve System (U.S.).
    2. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.).
    3. Jaime Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.).
    4. William L. Helkie & Peter Hooper, 1989. "U.S. external adjustment: progress and prospects," International Finance Discussion Papers 345, Board of Governors of the Federal Reserve System (U.S.).
    5. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.
    6. David F. Hendry & Michael P. Clements, 1994. "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 267-298, September.

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