Stationarity of econometric learning with bounded memory and a predicted state variable
Year of publication: |
May 2015
|
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Authors: | Damjanovic, Tatiana ; Girdėnas, Šarūnas ; Liu, Keqing |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 130.2015, p. 93-96
|
Subject: | Econometric learning | Bounded memory | Random coefficient autoregressive process | Stationarity | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kleinste-Quadrate-Methode | Least squares method | Stationarität | Prognoseverfahren | Forecasting model | Lernprozess | Learning process | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process |
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