Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Year of publication: |
August 2016
|
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Authors: | Lanne, Markku ; Nyberg, Henri |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 4, p. 595-603
|
Subject: | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | Multivariate Analyse | Multivariate analysis |
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