The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
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 | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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