Introduction: Econometric forecasting
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Francis X. Diebold; Mark W. Watson
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Article
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1996
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John Wiley and Sons
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English
β 164 KB
Econometric forecasting is alive and well. In fact, forecasting is re-emerging as an exciting and vital research area, fuelled not only by its tremendous practical importance, as always, but also by recent advances in both analytic methods (e.g. local-to-unity and long-horizon asymptotics) and compu