Forecasting in dynamic models with stochastic regressors

DOI10.1016/0304-4076(75)90053-6zbMath0318.62077OpenAlexW1988249404MaRDI QIDQ1222496

David A. Pierce

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90053-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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