Improving Forecast Performance with Reduced Parameter, Large Order AR Models
| Year of publication: |
2010
|
|---|---|
| Authors: | Ramirez, Octavio A. ; Dorfman, Jeffrey H. |
| Institutions: | Agricultural and Applied Economics Association - AAEA |
| Subject: | time series | modelling | Bayesian probability | Research Methods/ Statistical Methods |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado Number 60917 |
| Source: |
Persistent link: https://www.econbiz.de/10009020772