Forecasting Random Walks under Drift Instability
Year of publication: |
[2011]
|
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Authors: | Pesaran, M. Hashem |
Other Persons: | Pick, Andreas (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Inflation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk | Strukturbruch | Structural break | Prognose | Forecast | Maßzahl | Statistical measures | OECD-Staaten | OECD countries |
Extent: | 1 Online-Ressource (39 p) |
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Series: | IEPR Working Paper ; No. 08.6 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1112546 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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Forecasting Random Walks Under Drift Instability
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