Optimal forecasts from Markov switching models
Year of publication: |
2018
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Authors: | Boot, Tom ; Pick, Andreas |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 4, p. 628-642
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Subject: | Forecasting | GNP forecasting | Markov switching models | Optimal weights | Theorie | Theory | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Frühindikator | Leading indicator |
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