Evaluating panel data forecasts under independent realization
From MaRDI portal
Publication:2018600
DOI10.1016/j.jmva.2015.01.004zbMath1308.62171OpenAlexW2015493434MaRDI QIDQ2018600
Publication date: 24 March 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.004
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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