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

2005/08/26 by Massimiliano Marcellino, James H. Stock, Mark W. Watson · 1 voice · 5 citations
Decision Sciences · Economics, Econometrics and Finance · #Forecasting Techniques and Applications #Monetary Policy and Economic Impact

paper · doi:10.1016/j.jeconom.2005.07.020

openalex publication_date 2005/08/26 · crossref created 2005/08/26 · crossref issued 2006/11/01 · crossref published 2006/11/01 · crossref published-print 2006/11/01 · crossref deposited 2025/01/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23 · crossref indexed 2026/07/31

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Discussions

• That’s the one I read back in the days 🥳 doi.org/10.1016/j.je... [bsky, 0 points, 1 comments]