Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept correction
Ronald Bewley
| Year of publication: |
2003
|
|---|---|
| Authors: | Bewley, Ronald |
| Published in: |
Computer-aided econometrics. - New York [u.a.] : Dekker, ISBN 0-8247-4271-0. - 2003, p. 385-405
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Strukturwandel | Structural change | Wirtschaftsprognose | Economic forecast |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002595512