VAR estimation and forecasting when data are subject to revision
Year of publication: |
2012
|
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Authors: | Kishor, N. Kundan ; Koenig, Evan F. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 2, p. 181-190
|
Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistische Methode | Statistical method |
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