A flexible semiparametric forecasting model for time series
Degui Li, Oliver Linton, Zudi Lu
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Li, Degui ; Linton, Oliver ; Lu, Zu-di |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 345-357
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| Subject: | Forecasting | Marginal regression | Model averaging | Kernel estimation | Near epoch dependence | Semiparametric estimation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011499465