R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
James Mitchell, Donald Robertson, Stephen Wright
| Year of publication: |
2019
|
|---|---|
| Authors: | Mitchell, James ; Robertson, Donald ; Wright, Stephen |
| Subject: | Forecasting | Autoregressive moving average representations | 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1415909 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012179363