Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
Year of publication: |
2004-05-24
|
---|---|
Authors: | Chevillon, Guillaume ; Hendry, David F. |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | Adaptive estimation | multi-step estimation | dynamic forecasts | model mis-specification |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2004-W12 27 pages |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: |
-
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
Hendry, David, (2004)
-
MaCurdy, Thomas, (2007)
-
Chen, Ying,
- More ...
-
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume, (2005)
-
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume, (2005)
-
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume, (2004)
- More ...