Predictive Regression with p-Lags and Order-q Autoregressive Predictors
Year of publication: |
2020
|
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Authors: | Jayetileke, Harshanie L. |
Other Persons: | Wang, You-Gan (contributor) ; Zhu, Min (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 10, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3597761 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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