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~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~person:"Heckman, James J."
~person:"Pesaran, M. Hashem"
~subject:"Bildungsertrag"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type:"book"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Heckman, James J.
Pesaran, M. Hashem
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
(
contributor
); …
-
2008
of
world
output. The forecasts are compared to typical benchmarks: univariate autoregressive and random walk models …
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