Forecasting levels in loglinear unit root models
Year of publication: |
2023
|
---|---|
Authors: | VanGarderen, Kees Jan |
Subject: | nonlinear transformation | parameter uncertainty | stochastic growth | unbiasedness | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Stochastisches Wachstumsmodell | Stochastic growth model | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression |
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