Forecasting nonlinear aggregates and aggregates with time-varying weights
Year of publication: |
2010
|
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Authors: | Luetkepohl, Helmut |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Aggregation | Prognoseverfahren | Stochastischer Prozess | Autokorrelation | VAR-Modell | Zeitreihenanalyse | Arbeitslosigkeit | Inflation | EU-Staaten | forecasting | stochastic aggregation | autoregression | moving average | vector autoregressive process |
Series: | CESifo Working Paper ; 3031 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 626784409 [GVK] hdl:10419/38887 [Handle] |
Classification: | C32 - Time-Series Models |
Source: |
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