A VAR approach to forecasting multivariate long memory processes subject to structural breaks
Cindy S.H. Wang and Shui Ki Wan
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Cindy S. H. ; Wan, Shui Ki |
| Published in: |
Essays in honor of Cheng Hsiao. - Bingley : Emerald, ISBN 978-1-78560-958-9. - 2020, p. 105-141
|
| Subject: | Strukturbruch | Structural break | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Multivariate Analyse | Multivariate analysis | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-905320200000041004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249359