Browsing Department of Business and Management Science by Journals "Economics Bulletin"
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Searching for the DGP when forecasting : is it always meaningful for small samples?
(Journal article; Peer reviewed, 2006)In this paper the problem of choosing a univariate forecasting model for small samples is investigated. It is shown that, a model with few parameters, frequently, is better than a model which coincides with the data ... -
Testing for Granger causality in the presence of measurement errors
(Journal article; Peer reviewed, 2005)In this paper a potential problem with tests for Granger−causality is investigated. If one of the two variables under study, but not the other, is measured with error the consequence is that tests of forecastablity of ...