Uncovering regimes in out of sample forecast errors
Anibal Emiliano Da Silva, Jesus Gonzalo, Jean-Yves Pitarakis
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Silva, Anibal Emiliano da ; Gonzalo, Jesús ; Pitarakis, Jean-Yves |
| Publisher: |
Southampton, UK : Economics Department, University of Southampton |
| Subject: | Predictive Regressions | Predictability | Out of Sample Forecasting | Prognoseverfahren | Forecasting model | Theorie | Theory | Stichprobenerhebung | Sampling | Regressionsanalyse | Regression analysis | Prognose | Forecast | Statistischer Fehler | Statistical error | Modellierung | Scientific modelling | Statistischer Test | Statistical test |
| Extent: | 1 Online-Ressource (circa 22 Seiten) |
|---|---|
| Series: | Discussion papers in economics and econometrics. - Southampton, ZDB-ID 2247734-2. - Vol. no. 18, 03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011945978