A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Massimiliano Marcellino, James H. Stock and Mark Watson

Journal of Econometrics, 2006, vol. 135, issue 1-2, 499-526

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (510)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(05)00165-X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (2005)
Working Paper: A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:135:y:2006:i:1-2:p:499-526

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().