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A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

✍ Scribed by Richard Meese and John Geweke


Book ID
124697291
Publisher
American Statistical Association
Year
1984
Tongue
English
Weight
435 KB
Volume
2
Category
Article
ISSN
0735-0015

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## Abstract Forecasting for nonlinear time series is an important topic in time series analysis. Existing numerical algorithms for multi‐step‐ahead forecasting ignore accuracy checking, alternative Monte Carlo methods are also computationally very demanding and their accuracy is difficult to contro