The covariance structure of sequential forecasts obtained by regression analysis
Year of publication: |
1981
|
---|---|
Authors: | Venezia, Itzhak |
Published in: |
Journal of statistical planning and inference : JSPI. - Amsterdam : Elsevier, ISSN 0378-3758, ZDB-ID 753153-9. - Vol. 5.1981, 2, p. 121-132
|
Subject: | Ökonometrik Schätzung | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
-
Forecast comparison of principal component regression and principal covariate regression
Heij, Christiaan, (2005)
-
Correlation and Linear Regression Analysis : A Predictive Decision Support System for LEAE
Origines, Domingo, (2017)
-
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela, (2015)
- More ...
-
The optimal revision of information
Venezia, Itzhak, (1973)
-
Tying life insurance and savings decisions : a multiperiod expected utility approach
Venezia, Itzhak, (1988)
-
Adaptive credit granting policies
Venezia, Itzhak, (1980)
- More ...