Forecasting vector autoregressions with mixed roots in the vicinity of unity
Yundong Tu and Xinling Xie
| Year of publication: |
2023
|
|---|---|
| Authors: | Tu, Yundong ; Xie, Xinling |
| Subject: | Bagging | mallows criterion | model averaging | model selection | pretest | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2213605 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014321655