Optimal forecasts from Markov switching models
Tom Boot, Andreas Pick
| Year of publication: |
2018
|
|---|---|
| Authors: | Boot, Tom ; Pick, Andreas |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 4, p. 628-642
|
| Subject: | Forecasting | GNP forecasting | Markov switching models | Optimal weights | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Theorie | Theory | Nationaleinkommen | National income | Frühindikator | Leading indicator | Prognose | Forecast | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1219264 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249227