VAR forecasting under misspecification (Q265016)
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scientific article; zbMATH DE number 6561903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VAR forecasting under misspecification |
scientific article; zbMATH DE number 6561903 |
Statements
VAR forecasting under misspecification (English)
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1 April 2016
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forecasting
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loss function estimation
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model selection
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