The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Carlos A. Medel and Pablo M. Pincheira
| Year of publication: |
Februar 2016
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|---|---|
| Authors: | Medel, Carlos A. ; Pincheira, Pablo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 1/3, p. 126-131
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| Subject: | Near-unity autoregression | median-unbiased estimation | unbiasedness | unit root model | forecasting | forecast combinations | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1057890 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011414456