Forgetting approaches to improve forecasting
Robert A. Hill, Paulo M.M. Rodrigues
| Year of publication: |
2022
|
|---|---|
| Authors: | Hill, Robert A. ; Rodrigues, Paulo M. M. |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 7, p. 1356-1371
|
| Subject: | dynamic model averaging | forgetting | inflation | Kalman filter | stock returns | Prognoseverfahren | Forecasting model | Inflation | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2877 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465699