Forecasting with a random walk
Pablo M. Pincheira, Carlos A. Medel
| Year of publication: |
2016
|
|---|---|
| Authors: | Pincheira, Pablo ; Medel, Carlos A. |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 6, p. 539-564
|
| Subject: | inflation forecasts | unit root | univariate time-series models | out-of-sample comparison | random walk | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Theorie | Theory | Inflation | Einheitswurzeltest | Unit root test | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011582646