The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Year of publication: |
1999
|
---|---|
Authors: | Kemp, Gordon C. R. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 2, p. 238-256
|
Subject: | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Statistischer Fehler | Statistical error | Autokorrelation | Autocorrelation |
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