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Increase in mean square forecast error when omitting a needed covariate

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  • Ledolter, Johannes

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  • Ledolter, Johannes, 2007. "Increase in mean square forecast error when omitting a needed covariate," International Journal of Forecasting, Elsevier, vol. 23(1), pages 147-152.
    • Handle: RePEc:eee:intfor:v:23:y:2007:i:1:p:147-152
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    References listed on IDEAS

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    1. Geriner, Pamela Texter & Ord, J. Keith, 1991. "Automatic forecasting using explanatory variables: A comparative study," International Journal of Forecasting, Elsevier, vol. 7(2), pages 127-140, August.
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