Long memory regressors and predictive testing : a two-stage rebalancing approach
Year of publication: |
2013
|
---|---|
Authors: | Maynard, Alex ; Smallwood, Aaron D. ; Wohar, Mark E. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 1/4, p. 318-360
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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