Long memory regressors and predictive testing : a two-stage rebalancing approach
Alex Maynard, Aaron Smallwood and Mark E. Wohar
| Year of publication: |
2013
|
|---|---|
| Authors: | Maynard, Alex ; Smallwood, Aaron D. ; Wohar, Mark E. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 1/4, p. 318-360
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009717790