A Survey of Recent Advances in Forecast Accuracy Comparison Testing, With an Extension to Stochastic Dominance
Year of publication: |
2013
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Authors: | Corradi, Valentina |
Other Persons: | Swanson, Norman R. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr., Springer, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2012 erstellt |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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Long memory modelling of inflation with stochastic variance and structural breaks
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