Stefan Mittnik
Biographic Data
| ID | 8920622 |
|---|---|
| NAME | Stefan Mittnik |
| GIVEN NAMES | Stefan |
| FAMILY NAME | Mittnik |
| SIGNATURE | MITTNIK S |
| AFFILIATIONS | State University of New York |
| ORCID | 0009-0006-9558-2729 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1990 |
| LATEST PUBLICATION YEAR | 1990 |
| H-INDEX | 0 |
Macroeconomic Forecasting Using Pooled International Data
In a recent article, Garcia-Ferrer, Highfield, Palm, and Zellner (1987) used pooling techniques to forecast annual output growth rates in nine countries. Examining various model specifications, they found that, among the fixed-parameter models investigated, a third-order autoregressive (AR) model with leading indicators, AR(3)LI, produces the best forecasts overall. A reexamination using state-space methods shows that a more parsimonious fixed-pa…
No prominent works on this page.
Macroeconomic Forecasting Using Pooled International Data
In a recent article, Garcia-Ferrer, Highfield, Palm, and Zellner (1987) used pooling techniques to forecast annual output growth rates in nine countries. Examining various model specifications, they found that, among the fixed-parameter models investigated, a third-order autoregressive (AR) model with leading indicators, AR(3)LI, produces the best forecasts overall. A reexamination using state-space methods shows that a more parsimonious fixed-pa…
Autoregressive model (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economics (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work) · Pooling (1 work) · Probabilistic and Robust Engineering Design (1 work) · State-space representation (1 work)