| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5097615 | Journal of Econometrics | 2006 | 25 Pages |
Abstract
The paper proposes a sequential test procedure that is aimed at uncovering strong forms by examining weak forms. For GDP series for five Latin American countries, 1950-1999, the WF appears to be supported by the data. Imposing the WF parameter restrictions leads to an improvement of forecast accuracy for these data series.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alain Hecq, Franz C. Palm, Jean-Pierre Urbain,