How should parameter estimation be tailored to the objective?
Year of publication: |
2022
|
---|---|
Authors: | Hansen, Peter Reinhard ; Dumitrescu, Elena-Ivona |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 535-558
|
Subject: | Estimation | Model selection | LinEx loss | Multistep forecasting | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
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