Variable selection, estimation and inference for multi-period forecasting problems
M. Hashem Pesaran; Andreas Pick; Allan Timmermann
| Year of publication: |
2011
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Pick, Andreas ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 1, p. 173-187
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| 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 |
| 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://ebvufind01.dmz1.zbw.eu/10009270389