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Cited by 85Forecasting Techniques and ApplicationsMonetary Policy and Economic ImpactDiverse Scientific and Economic Studies

Econometric forecasting

Allen, P. Geoffrey, Fildes, Robert·2001·International Series in Operations Research & Management Science
DOI 10.1007/978-0-306-47630-3_15
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Crossref · 10.1007/978-0-306-47630-3_15

Cites

159 of 159 references verified0 citation errors · 0 not checkable

Statistics

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Claims other papers make about this one

Each is checked against this paper’s own text: does it say what the citing paper says it does?

  • Regression analysis often provides useful forecasts.

    “We have ample evidence that regression analysis often provides useful forecasts (Armstrong 1985; Allen and Fildes 2001).”

    From Illusions in Regression Analysis (2011) · cites this paper as Allen and Fildes 2001

  • Allen and Fildes note that since 1985 there has been a substantial increase in the attention paid to ex ante forecast comparisons in published papers.

    “Allen and Fildes (2001) note that since 1985 there has been a substantial increase in the attention paid to ex ante forecast comparisons in published papers.”

    From Illusions in Regression Analysis (2011) · cites this paper as Allen and Fildes (2001)

  • The mountains of articles on autocorrelation testing contrast with the near absence of studies on the impact of autocorrelation correction on ex ante forecast performance.

    “They also describe the evidence on the principles. For example, on the matter of evidence on one of the diagnostic statistics they state (p. 311), 'The mountains of articles on autocorrelation testing contrast with the near absence of studies on the impact of autocorrelation correction on [ ex ante ] forecast performance.'”

    From Illusions in Regression Analysis (2011) · cites this paper as Allen and Fildes (2001)

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Related

Authors
Allen, P. G., & Fildes, R.
Affiliations
  • University of Massachusetts System (US)
  • Lancaster University (GB)
ORCID
Fildes, Robert
Venue
International Series in Operations Research & Management Science
Publisher
Springer US
Published
2001
Pages
303-362
ISSN
0884-8289 (ISSN-L)
DOI
10.1007/978-0-306-47630-3_15
OpenAlex
W4211085029
Cited by
85
References
163
Citations by year
2025: 2 · 2024: 2 · 2023: 2 · 2022: 1 · 2021: 3 · 2020: 6 · 2019: 4 · 2018: 4 · 2017: 4 · 2016: 2 · 2015: 6 · 2014: 2 · 2013: 5 · 2012: 2
FWCI
19.61
Type
book chapter
Language
en
Open access
closed
Locations
International series in management science/operations research/International series in operations research & management science (publishedVersion)
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
  • Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Diverse Scientific and Economic Studies
Keywords
econometric forecasting, vector autoregression, dynamic structure, lag selection, error correction model, cointegration, unit root tests, misspecification tests, parameter constancy, forecast performance, judgmental forecasting, long-term forecasting

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