Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems
Year of publication: |
2011
|
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Authors: | Pesaran, M. Hashem ; Pick, Andreas ; Timmermann, Allan |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Konjunktur | Business cycle | Multivariate Analyse | Multivariate analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Autokorrelation | Autocorrelation |
Extent: | 1 Online-Ressource (39 p) |
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Series: | De Nederlandsche Bank Working Paper ; No. 250 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1948480 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem, (2011)
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