On model reduction and multiperiod ahead prediction in vector autoregressive models
Year of publication: |
1995
|
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Authors: | Otter, Pieter W. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 12.1995, 4, p. 339-341
|
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory |
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