Empirical analysis of systematic errors in Chilean GDP forecasts
Article Abstract:
A comparative statistical study of the real and the predicted development of Chile's Gross Domestic Product is presented with emphasis on the period from 1986-1998. The study reveals that the correct growth rate was underestimated by forecasters.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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An aggregate sales model for consumer durables incorporating a time-varying mean replacement age
Article Abstract:
A study of forecasting is presented with emphasis on the effectiveness of sales models in determining industry sales. The development of a sales model which includes time-varying mean replacement age and its performance are described.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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Bounds for the least squares extrapolation in non-linear AR(1) processes
Article Abstract:
A study of stationary and non-stationary non-linear AR(1) processes is presented with emphasis on the validity of least squares extrapolation formula. The derivation of bounds and their effect is described.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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