Multi-step estimation and forecasting in dynamic models (Q756348)
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scientific article; zbMATH DE number 4190969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-step estimation and forecasting in dynamic models |
scientific article; zbMATH DE number 4190969 |
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Multi-step estimation and forecasting in dynamic models (English)
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1991
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ordinary least squares
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misspecified model
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multi-step forecasting
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sum of squared multi-step forecast errors
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large samples
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small samples
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Monte Carlo
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OLS
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squared errors
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