Forecasting with measurement errors in dynamic models

Article Abstract:

Statistics agencies tend to revise and improve the data that they publish. Consequently the most recent events are likely to have more flaws. As the statistics pertaining to recent events are most likely to affect the forecasts for future, it follows that forecasts based on statistics are likely to be wrong. A model to accommodate such a problem is presented.

Usage, Statistics, Statistics (Data), Probabilities, Probability theory, Errors, Errors (Mistakes)

---

The forecasting journals and their contribution to forecasting research: citation analysis and expert opinion

Article Abstract:

Citation analysis of forecasting journals with the assistance of expert opinions is presented. Assets and drawback of these journals in such as forecasting research, forecasting errors are also presented.

Periodicals, Periodical Publishers, Evaluation

---

To combine or not to combine: selecting among forecasts and their combinations

Article Abstract:

A model selection criterion is proposed to examine the accuracy of the combined forecasts than the individual forecasts.

Similar abstracts:

• Abstracts: Combing time series models for forecasting. Stable seasonal pattern models for forecast revision: a comparative study
• Abstracts: Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility. Consumption and risk sharing over the life cycle
• Abstracts: An econometric model of serial correlation and illiquidity in hedge fund returns. How much value can blockholders tunnel? Evidence from the Bulgarian mass privatization auctions
• Abstracts: A Fourth Desideratum: The CES Cost Function and the Sustainable Configuration of Multiproduct Firms. 'Don't Know Much About Historya': Revisiting the Impact of Curriculum on Subsequent Labour Market Outcomes
• Abstracts: Experimentation, full revelation, and the monotone likelihood ratio property. Is more data better?

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.