VAR forecasting under misspecification
Frank Schorfheide
| Year of publication: |
2005
|
|---|---|
| Authors: | Schorfheide, Frank |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 128.2005, 1, p. 99-136
|
| Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003002293