Forecast performance and bubble analysis in noncausal MAR(1, 1) processes
Year of publication: |
2020
|
---|---|
Authors: | Gourieroux, Christian ; Hencic, Andrew ; Jasiak, Joann |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2020, 2 (12.08.), p. 301-326
|
Publisher: |
Wiley |
Saved in:
Online Resource
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