The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
Year of publication: |
2015-03-04
|
---|---|
Authors: | Medel, Carlos ; Pincheira, Pablo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Near-unity autoregression | median-unbiased estimation | unbiasedness | unit root model | forecasting | forecast combinations |
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