Smooth robust multi‐horizon forecasts
Year of publication: |
2022
|
---|---|
Authors: | Martinez, Andrew B. ; Castle, Jennifer ; Hendry, David F. |
Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 143-165
|
Subject: | Equilibrium‐correction | location shifts | long differencing | productivity forecasts | random walk | robust forecasts | Theorie | Theory | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Random Walk | Random walk |
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