Data/hora: 02/06/2024 16:30:28

Provedor de dados: | Research in Agricultural & Applied Economics (AgEcon Searh)
País: | United States
Título: | A NOTE ON FORECASTING WITH ECONOMETRIC MODELS
Autores: | Allen,   P. Geoffrey.
Data: | 2002-10-22
Ano: | 1984
Palavras-chave: | Resource /Energy Economics and Policy.
Resumo: | Forecasts made by econometricians are typically conditioned on actual values of explanatory variables, even when at the time of the forecast, such variables might not be available.  As a first step, one might test the adequacy of econometric specification by comparing conditional post sample forecasts with those of a univariate ARIMA model.  Second, when explanatory variables must themselves be forecast, those for which this can be done only badly, should be omitted from the final model.  A better forecast will result.  An example of screening out badly forecasted explanatory variables is presented.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

6064

http://purl.umn.edu/28916

Editor: | AgEcon Search
Relação: | Northeastern Journal of Agricultural and Resource Economics&gt;Volume 13, Number 2, October 1984

Formato:

4

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