Penalized Adaptive Forecasting With Large Information Sets and Structural Changes
Year of publication: |
2018
|
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Authors: | Zboňáková, Lenka |
Other Persons: | Li, Xinjue (contributor) ; Härdle, Wolfgang K. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3237444 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C50 - Econometric Modeling. General ; E47 - Forecasting and Simulation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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