Multi-step ahead forecasting of vector time series
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References listed on IDEAS
- Engle, Robert & Granger, Clive, 2015.
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- Chevillon, Guillaume, 2016. "Multistep forecasting in the presence of location shifts," International Journal of Forecasting, Elsevier, vol. 32(1), pages 121-137.
More about this item
KeywordsEconometric models ; Economic forecasting;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
- NEP-ECM-2013-01-07 (Econometrics)
- NEP-ETS-2013-01-07 (Econometric Time Series)
- NEP-FOR-2013-01-07 (Forecasting)
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