A Scoring Rule for Factor and Autoregressive Models Under Misspecification
Year of publication: |
2018
|
---|---|
Authors: | Casarin, Roberto |
Other Persons: | Corradin, Fausto (contributor) ; Ravazzolo, Francesco (contributor) ; Sartore, Domenico (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 22, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3219696 [DOI] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Spatial econometric modelling of massive datasets : the contribution of data mining
Arbia, Giuseppe, (2013)
-
Bayesian Time-Varying Autoregressive Models of COVID-19 Epidemics
Giudici, Paolo, (2021)
-
Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems
Pesaran, M. Hashem, (2011)
- More ...
-
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto, (2018)
-
Fund Ratings: The method reconsidered
Corradin, Fausto, (2014)
-
Risk Aversion : Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
Corradin, Fausto, (2016)
- More ...