| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
A NOTE ON FORECASTING WITH ECONOMETRIC MODELS
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| Autores: |
Allen, P. Geoffrey
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| Data: |
2002-10-22
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| Ano: |
1984
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| Palavras-chave: |
Resource /Energy Economics and Policy
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| 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.
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| Tipo: |
Journal Article
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| Idioma: |
Inglês
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| Identificador: |
6064
http://purl.umn.edu/28916
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| Editor: |
AgEcon Search
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| Relação: |
Northeastern Journal of Agricultural and Resource Economics>Volume 13, Number 2, October 1984
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| Formato: |
4
application/pdf
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