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Chapter 14. Inference About Predictive Ability

  1. Michael P. Clements,
  2. David F. Hendry
  1. Michael W. McCracken,
  2. Kenneth D. West

Published Online: 30 NOV 2007

DOI: 10.1002/9780470996430.ch14

Book Title

A Companion to Economic Forecasting

A Companion to Economic Forecasting

Additional Information

How to Cite

McCracken, M. W. and West, K. D. (2007) Inference About Predictive Ability, in A Companion to Economic Forecasting (eds M. P. Clements and D. F. Hendry), Blackwell Publishing Ltd, Malden, MA, USA. doi: 10.1002/9780470996430.ch14

Publication History

  1. Published Online: 30 NOV 2007
  2. Published Print: 1 JAN 2004

ISBN Information

Print ISBN: 9780631215691

Online ISBN: 9780470996430

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CHAPTER TOOLS

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Keywords:

  • predictive ability;
  • inference;
  • statistical evaluation;
  • econometric model;
  • time-series model

Summary

This chapter contains section titled:

  • INTRODUCTION

  • LITERATURE REVIEW

  • THEORETICAL AND MONTE CARLO EVIDENCE

  • CONCLUSION

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