Difference or not to difference an integrated time series? : an empirical investigation
Chee-Yin Yip, Hock-Eam Lim and Hongbo Duan
| Year of publication: |
2018
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|---|---|
| Authors: | Yip, Chee Yin ; Lim, Hock Eam ; Duan, Hongbo |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 31.2018, 1,2, p. 1382-1403
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| Subject: | Mallows model combination (MMA) | predictive ability | model selection | perturbation instability measure | forecast strain | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2018.1484783 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391490