OPTIMAL MULTISTEP VAR FORECAST AVERAGING
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Publication:5859564
DOI10.1017/S0266466619000434zbMath1462.62540OpenAlexW3012989376MaRDI QIDQ5859564
Publication date: 16 April 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466619000434
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84)
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