Dynamic linear models with adaptive discounting
Alisa Yusupova, Nicos G. Pavlidis, Efthymios G. Pavlidis
| Year of publication: |
2023
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|---|---|
| Authors: | Yusupova, Alisa ; Pavlidis, Nicos G. ; Pavlidis, Efthymios G. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 4, p. 1925-1944
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| Subject: | Adaptive discount factor | Dynamic linear model | Forecast combination | Housing market | Parameter instability | Theorie | Theory | Prognoseverfahren | Forecasting model | Diskontierung | Discounting | Wohnungsmarkt | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465368