A companion to economic forecasting

By Michael P. Clements, David F. Hendry. 2004

282 citations recorded by the source corpus.

Subfields: Discrete Mathematics and Combinatorics, Economics and Econometrics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Discrete Mathematics and Combinatorics

1. Rob J Hyndman
2. J. De Gooijer
3. Badi H. Baltagi
4. David F. Hendry

In Economics and Econometrics

1. J. De Gooijer
2. Søren Johansen
3. Rob J Hyndman
4. David F. Hendry
5. Badi H. Baltagi
6. M. Juselius
7. Mathias Drehmann
8. Alexei Botchkarev

In Management Science and Operations Research

1. J. De Gooijer
2. Rob J Hyndman
3. Badi H. Baltagi
4. David F. Hendry
5. M. Juselius
6. Søren Johansen
7. Mathias Drehmann
8. Fotios Petropoulos

Citations in the corpus

• The Tourism Forecasting Competition (2011, neutral): “This is a similar result to Witt and Witt (1995) and Kulendran and King (1997), but is in contrast to Allen and Fildes (2001) and Song et al.”
• Forecasting with Panel Data (2008, background): “Introductory textbooks on forecasting, like Diebold (2004), have nothing on forecasting with panel data, and there is no paper on this subject in the companion to forecasting edited by Clements and Hendry (2005).”
• MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (2014, background): “Clements and Hendry (1998) and many other papers show that the most pernicious changes for forecasts are location shifts, which lead to systematic forecast failure for all members of the huge class of EqCMs, as such models correct back to the previous location whatever the new mean.”