Concepedia

Equilibrium-correction vs. differencing in macroeconometric forecasting

Øyvind Eitrheim, Tore Anders Husebø, Ragnar Nymoen

Economic Modelling · 1999 · 40 citations · 15 references

DOI

Concepts

References

15

Critical Values for Cointegration Tests

James G. MacKinnon · AgEcon Search (University of Minnesota, USA) · 2010 · 2.6K citations · Full text

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THE POWER OF COINTEGRATION TESTS

Jeroen Kremers, Neil R. Ericsson, Juan J. Dolado · Oxford Bulletin of Economics and Statistics · 1992 · 1.3K citations · Full text

, , +12

Forecasting Economic Time Series

Stephen J. Taylor, Clive W. J. Granger, Paul Newbold · Journal of the Operational Research Society · 1979 · 1K citations

, , +12

Forecasting Economic Time Series

Michael P. Clements, David F. Hendry · Cambridge University Press eBooks · 1998 · 871 citations

, , +12

On the limitations of comparing mean square forecast errors

Michael P. Clements, David F. Hendry · Journal of Forecasting · 1993 · 398 citations

, , +14