Improving econometric forecasts by using subperiod data
by Paul A. Anderson
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"The method proposed here includes two innovations which should improve the accuracy of econometric forecasting. First, it replaces the subjective, judgmental adjustments commonly used with a more formal, objective econometric procedure. Second, it includes a methodology for testing the usefulness of subperiod data which forecasters often inspect when choosing intercept adjustments. A sample application to the MIT-Penn-SSRC Model demonstrates that the procedure is both feasible and potentially helpful in the context of a large macroeconometric model"--Federal Reserve Bank of Minneapolis web site.
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Economic forecasting, Econometric modelsShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
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Improving econometric forecasts by using subperiod data
1977, Federal Reserve Bank of Minneapolis
electronic resource /
in English
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Title from PDF file as viewed on 10/12/2007.
Includes bibliographical references.
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.
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- Created December 19, 2020
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