Model confidence sets for forecasting models
Year of publication: |
2005
|
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Authors: | Hansen, Peter Reinhard ; Lunde, Asger ; Nason, James M. |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Prognoseverfahren | Schätztheorie |
Series: | Working Paper ; 2005-07 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 490817696 [GVK] hdl:10419/100950 [Handle] RePEc:fip:fedawp:2005-07 [RePEc] |
Source: |
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