Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Year of publication: |
2007
|
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Authors: | Findley, David F. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 6, p. 1083-1107
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Subject: | Regressionsanalyse | Regression analysis | Modellierung | Scientific modelling | ARMA-Modell | ARMA model | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory |
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