On the effects of imposing or ignoring long memory when forecasting
Michael K. Andersson
| Year of publication: |
1998
|
|---|---|
| Authors: | Andersson, Michael K. |
| Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm : Stockholm School of Economics, the Economic Research Inst. |
| Subject: | ARFIMA | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA |
| Extent: | 15 S. : graph. Darst |
|---|---|
| Series: | Working paper series in economics and finance. - Stockholm, ISSN 1104-4705, ZDB-ID 2544046-9. - Vol. 225 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000981126