Testing for multiple-period predictability between serially dependent time series
Chris Heaton (Macquarie University, Department of Economics, North Ryde, New South Wales, Australia)
| Year of publication: |
July-September 2015
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| Authors: | Heaton, Christopher |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 587-597
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| Subject: | Covariance estimation | Causality | Statistical tests | Inflation forecasting | Macroeconomic forecasting | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Inflation | Statistischer Test | Statistical test | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Korrelation | Correlation | Schätzung | Estimation | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474421