Forecast evaluation of small nested model sets
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- Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
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More about this item
Keywords
inflation forecasting; multiple model comparisons; out-of-sample; prediction; testing;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-08-08 (Econometrics)
- NEP-ETS-2009-03-28 (Econometric Time Series)
- NEP-FOR-2009-03-28 (Forecasting)
- NEP-FOR-2009-08-08 (Forecasting)
- NEP-MAC-2009-03-28 (Macroeconomics)
- NEP-MAC-2009-08-08 (Macroeconomics)
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