Showing 1 - 10 of 6,102
Persistent link: https://www.econbiz.de/10011317054
Persistent link: https://www.econbiz.de/10012496875
Persistent link: https://www.econbiz.de/10012817763
We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...
Persistent link: https://www.econbiz.de/10012416341
Persistent link: https://www.econbiz.de/10012237457
Persistent link: https://www.econbiz.de/10011993257
Persistent link: https://www.econbiz.de/10011596746
Persistent link: https://www.econbiz.de/10012817750
Persistent link: https://www.econbiz.de/10012692632
Persistent link: https://www.econbiz.de/10012415175