Essec\Faculty\Model\Contribution {#2188
  #_index: "academ_contributions"
  #_id: "2087"
  #_source: array:26 [
    "id" => "2087"
    "slug" => "multi-step-forecast-error-corrections-a-comment-on-evaluating-predictive-densities-of-us-output-growth-and-inflation-in-a-large-macroeconomic-data-set-by-barbara-rossi-and-tatevik-s"
    "yearMonth" => "2014-07"
    "year" => "2014"
    "title" => "Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan"
    "description" => "CHEVILLON, G. (2014). Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan. <i>International Journal of Forecasting</i>, 30(3), pp. 683-687."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "CHEVILLON Guillaume"
        "bid" => "B00072304"
        "slug" => "chevillon-guillaume"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2021-02-02 16:16:18"
    "publicationUrl" => "https://www.researchgate.net/publication/260113600_Multi-step_forecast_error_corrections_A_comment_on_Evaluating_predictive_densities_of_US_output_growth_and_inflation_in_a_large_macroeconomic_data_set_by_Barbara_Rossi_and_Tatevik_Sekhposyan"
    "publicationInfo" => array:3 [
      "pages" => "683-687"
      "volume" => "30"
      "number" => "3"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "In this comment, I consider the issue of serial dependence in the Probability Integral Transforms that arises when performing multi-step ahead forecasts. I provide a simple technique for correcting the autocorrelation that relies on fitting a Moving Average under correct specification. I show via simulation and empirically that this technique appears reliable."
      "en" => "In this comment, I consider the issue of serial dependence in the Probability Integral Transforms that arises when performing multi-step ahead forecasts. I provide a simple technique for correcting the autocorrelation that relies on fitting a Moving Average under correct specification. I show via simulation and empirically that this technique appears reliable."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-05-01T16:22:00.000Z"
    "docTitle" => "Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/chevillon-guillaume">CHEVILLON Guillaume</a>"
    "docDescription" => "<span class="document-property-authors">CHEVILLON Guillaume</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">2014</span>"
    "keywordList" => ""
    "docPreview" => "<b>Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan</b><br><span>2014-07 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://www.researchgate.net/publication/260113600_Multi-step_forecast_error_corrections_A_comment_on_Evaluating_predictive_densities_of_US_output_growth_and_inflation_in_a_large_macroeconomic_data_set_by_Barbara_Rossi_and_Tatevik_Sekhposyan" target="_blank">Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.16262
  +"parent": null
}