Asymptotic inference about predictive ability
Year of publication: |
1996
|
---|---|
Authors: | West, Kenneth D. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 64.1996, 5, p. 1067-1084
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
-
A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce, (1980)
-
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J., (1996)
-
Asymptotic inference about predictive ability
West, Kenneth D., (1994)
- More ...
-
A Comparison of the Behavior of Japanese and U.S. Inventories
West, Kenneth D., (1991)
-
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990
West, Kenneth D., (1991)
-
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output
West, Kenneth D., (1988)
- More ...