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REAL-TIME ECONOMETRICS - MaRDI portal

REAL-TIME ECONOMETRICS (Q5697632)

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scientific article; zbMATH DE number 2215339
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English
REAL-TIME ECONOMETRICS
scientific article; zbMATH DE number 2215339

    Statements

    title
    REAL-TIME ECONOMETRICS (English)
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    author
    M. Hashem Pesaran
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    Allan G. Timmermann
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    publication date
    18 October 2005
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    zbMATH Keywords
    cross-validation
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    finance
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    feedback effects
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    model selection
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    prediction
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    model averaging
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B06
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    62C99
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    90B50
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    zbMATH DE Number
    2215339
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    OpenAlex ID
    W3123326327
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