On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
Anja Rossen
| Year of publication: |
2016
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|---|---|
| Authors: | Rossen, Anja |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 236.2016, 3, p. 389-409
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| Subject: | nonlinear extension | autoregressive residuals | pseudo out-of-sample forecasting procedure | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1515/jbnst-2015-1019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659936