Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for output
Year of publication: |
2006
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Authors: | Armah, Nii Ayi ; Swanson, Norman R. |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | Block bootstrap | forecasting | nonlinear causality | recursive estimation scheme | rolling estimation schememodel misspecification |
Series: | Working Paper ; 2006-19 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 566316323 [GVK] hdl:10419/31293 [Handle] RePEc:rut:rutres:200619 [RePEc] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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Swanson, Norman, (2006)
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