Robust thresholding for Diffusion Index forecast
Vu Le; Qing Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Le, Vu ; Wang, Qing |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 52-56
|
| Subject: | Diffusion index | KVB | Thresholding | Robust | Serial correlation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504772