Increase in mean square forecast error when omitting a needed covariate
Johannes Ledolter
| Year of publication: |
2007
|
|---|---|
| Authors: | Ledolter, Johannes |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 23.2007, 1, p. 147-152
|
| Subject: | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model |
| 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/10003438408