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A Comparison of Multi-step GDP Forecasts for South Africa. (2004). Chevillon, Guillaume.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:0413.

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  2. Chevillon, G. (2004a). Multi-step estimation for forecasting economic processes. D.Phil. thesis, Economics department, University of Oxford.
    Paper not yet in RePEc: Add citation now
  3. Chevillon, G. (2004b). `Weak trends for inference and forecasting in finite samples. mimeo, Economics department, University of Oxford.

  4. Chevillon, G. and D. F. Hendry (2004). Non-parametric direct multi-step estimation for fore- casting economic processes. International Journal of Forecasting forthcoming.

  5. Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions.
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  6. Discussion paper, Nuffield College. Harvey, A. C. (1993). Time Series Models (2nd ed.). Hemel Hempstead: Harvester Wheatsheaf.
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  7. Doornik, J. A. and H. Hansen (1994). An omnibus test for univariate and multivariate normality.

  8. Econometrica 28, 591605. Clements, M. P. and D. F. Hendry (1999). Forecasting Non-Stationary Economic Time Series.

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  10. Harvey, D., S. Leybourne, and P. Newbold (1997). Testing the equality of prediction mean squared errors. International Journal of forecasting 13, 281291.

  11. Hendry, D. F. and H.-M. Krolzig (2001). Automatic Econometric Model Selection. London: Timberlake Consultants Press.
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  12. Johansen, S. (1996). Likelihood-based inference in cointegrated vector auto-regressive models.

  13. Koopman, S. J., A. C. Harvey, J. A. Doornik, and N. Shephard (2000). STAMP: Structural Time Series Analyser, Modeller and Predictor. London: Timberlake Consultant Press.
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  14. Marcellino, M., J. H. Stock, and M. W. Watson (2004). A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series. Mimeo, Harvard Univer- sity.

  15. Oxford: Oxford University Press. A Comparison of Multi-step GDP Forecasts for South Africa Jonsson, G. (1999). Inflation, money demand and purchasing power parity in south africa. Work- ing paper 122, International Monetary Fund.

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