R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
James Mitchell, Donald Robertson, Stephen Wright
| Alternative title: | R 2 bounds for predictive models |
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| Year of publication: |
April 2018
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| Authors: | Mitchell, James ; Robertson, Donald ; Wright, Stephen |
| Publisher: |
London : Birkbeck, University of London, Department of Economics, Mathematics and Statistics |
| Subject: | Autoregressive moving average representations | Forecasting | Macroeconomic models | Nonfundamental representations | Predictive regressions | Time-varying ARMA | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | VAR-Modell | VAR model |
freely available
| Extent: | 1 Online-Ressource (circa 82 Seiten) Illustrationen |
|---|---|
| Series: | Birkbeck working papers in economics and finance : BWPEF. - London : [Verlag nicht ermittelbar], ZDB-ID 2169588-X. - Vol. BWPEF 18, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011903669