Predictive Regressions with Time-Varying Coefficients
Year of publication: |
2011
|
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Authors: | Dangl, Thomas |
Other Persons: | Halling, Michael (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (77 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 29, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1571670 [DOI] |
Classification: | G12 - Asset Pricing ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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