Forecasting performance of multivariate time series models with full and reduced rank: An empirical examination
By Zijun Wang, David A. Bessler. 2004
57 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/a9ac3a6c445dad41c806d92b515687444e634762
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- J. De Gooijer
- Rob J Hyndman
- Alexei Botchkarev
- Konstantinos Nikolopoulos
- Rafal Weron
- Christoph Bergmeir
- Han Lin Shang
- Nikolaos Kourentzes
In Management Science and Operations Research
- J. De Gooijer
- Rob J Hyndman
- Fotios Petropoulos
- Alexei Botchkarev
- George Athanasopoulos
- Konstantinos Nikolopoulos
- Han Lin Shang
- Christoph Bergmeir
Citations in the corpus
- 25 years of time series forecasting (2006, background): “Shoesmith (1992, 1995), Tegene & Kuchler (1994) and Wang & Bessler (2004) provided empirical evidence to suggest that ECMs outperform VARs in levels, particularly over longer forecast horizons.”
- 25 Years of IIF Time Series Forecasting: A Selective Review (2005, background): “Shoesmith (1992, 1995), Tegene & Kuchler (1994) and Wang & Bessler (2004) provided empirical evidence to suggest that ECMs outperform VARs in levels, particularly over longer forecast horizons.”