Asymptotic inference about predictive ability
Year of publication: |
1994
|
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Authors: | West, Kenneth D. |
Publisher: |
Madison |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Prognoseverfahren | Forecasting model |
Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
|
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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce, (1980)
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Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J., (1996)
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Asymptotic inference about predictive ability
West, Kenneth D., (1996)
- More ...
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Exchange rates and fundamentals
Engel, Charles, (2003)
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Editors’ Introduction to the Special Issue
MARTIN, ANTOINE, (2021)
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Conference on "Quantitative Evidence on Price Determination" : September 29 and 30, 2005
West, Kenneth D., (2007)
- More ...