In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The main argument is that they use one-year-ahead forecasts from a model which differs in specification from the model used in the paper, whereas the aim of the paper is to illustrate the potential usefulness of the method by giving one- and multiyear-ahead forecasts and to compare--to a certain extent--forecasting methods
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
this paper. This diagnostic check is recommended for routine use when fitting seasonal ARMA models. ...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Abstract: Canonical correlation analysis has been widely used in the literature to identify the unde...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
this paper. This diagnostic check is recommended for routine use when fitting seasonal ARMA models. ...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
In this rejoinder, several arguments are given against the criticism of A. Zellner and C. Hong. The ...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Abstract: Canonical correlation analysis has been widely used in the literature to identify the unde...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...
this paper. This diagnostic check is recommended for routine use when fitting seasonal ARMA models. ...
Professor Zellner has greatly contributed to econometrics in many aspects. This paper c...