A scoring rule for factor and autoregressive models under misspecification
Roberto Casarin, Fausto Corradin, Francesco Ravazzolo and Domenico Sartore
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Casarin, Roberto ; Corradin, Fausto ; Ravazzolo, Francesco ; Sartore, Domenico |
| Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
| Subject: | Factor models | Large datasets | Multivariate autoregressive models | Forecasting | Scoring rules | VAR models | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Faktorenanalyse | Factor analysis | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
freely available
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Venezia : [Verlag nicht ermittelbar], ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2018, no. 18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011956868