Variable Selection and Inference for Multi-Period Forecasting Problems
Year of publication: |
[2011]
|
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Authors: | Pesaran, M. Hashem |
Other Persons: | Pick, Andreas (contributor) ; Timmermann, Allan (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Konjunktur | Business cycle | Schätzung | Estimation | Autokorrelation | Autocorrelation |
Extent: | 1 Online-Ressource (40 p) |
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Series: | CESifo Working Paper Series ; No. 2543 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1340396 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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