Minimax Estimation and Forecasting in a Stationary Autoregression Model
| Year of publication: |
2001
|
|---|---|
| Authors: | Chamberlain, Gary |
| Published in: |
American Economic Review. - American Economic Association - AEA. - Vol. 91.2001, 2, p. 55-59
|
| Publisher: |
American Economic Association - AEA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Notes: | DOI: 10.1257/aer.91.2.55 |
| Classification: | G11 - Portfolio Choice ; C53 - Forecasting and Other Model Applications ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005563860