Robust thresholding for Diffusion Index forecast
Year of publication: |
2014
|
---|---|
Authors: | Le, Vu ; Wang, Qing |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 52-56
|
Subject: | Diffusion index | KVB | Thresholding | Robust | Serial correlation | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Innovationsdiffusion | Innovation diffusion | Autokorrelation | Autocorrelation | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Index | Index number |
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