R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
James Mitchell, Donald Robertson, Stephen Wright
| Year of publication: |
2019
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|---|---|
| Authors: | Mitchell, James ; Robertson, Donald ; Wright, Stephen |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 37.2019, 4, p. 681-695
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| 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 |
| 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