Information and Prediction Criteria in Selecting the Forecasting Model
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References listed on IDEAS
- Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
- Kunst, Robert M., 2003. "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series 130, Institute for Advanced Studies.
- K. Skouras & A. P. Dawid, 1998. "On efficient point prediction systems," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(4), pages 765-780.
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Keywords
information and prediction criteria; accumulated prediction error; model selection.;All these keywords.
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