Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Year of publication: |
May 2020
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Authors: | Hannadige, Sium Bodha ; Gao, Jiti ; Silvapulle, Mervyn J. ; Silvapulle, Paramsothy |
Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
Subject: | Bootstrap | generated factors | panel data | prediction interval | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Panel | Panel study |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 20, 19 |
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 |
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