Variable selection and inference for multi-period forecasting problems
Year of publication: |
2009
|
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Authors: | Pesaran, M. Hashem ; Pick, Andreas ; Timmermann, Allan |
Publisher: |
München : CESifo |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Faktorenanalyse | Factor analysis | Multivariate Analyse | Multivariate analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Schätzung | Estimation | Konjunktur | Business cycle | USA | United States | 1959-2002 |
Extent: | Online-Ressource (PDF-Datei: 35 S., 331 KB) |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 2543 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/26588 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Variable selection and inference for multi-period forecasting problems
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