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A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process - MaRDI portal

A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (Q5460716)

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scientific article; zbMATH DE number 2187541
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English
A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process
scientific article; zbMATH DE number 2187541

    Statements

    A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (English)
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    18 July 2005
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    conditioning
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    forecast bias
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    Monte Carlo
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    VAR(1) processes
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