Smooth robust multi‐horizon forecasts
Andrew B. Martinez, Jennifer L. Castle and David F. Hendry
| Year of publication: |
2022
|
|---|---|
| Authors: | Martinez, Andrew B. ; Castle, Jennifer ; Hendry, David F. |
| Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 143-165
|
| Subject: | Equilibrium‐correction | location shifts | long differencing | productivity forecasts | random walk | robust forecasts | Prognoseverfahren | Forecasting model | Prognose | Forecast | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk | Theorie | Theory |
Online Resource