Conditional forecasting with a multivariate time series model

DOI10.1016/0165-1765(86)90238-7zbMath1328.62539OpenAlexW2098261300MaRDI QIDQ899882

H. S. Van Der Knoop

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90238-7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Conditional Prediction and Unbiasedness in Structural Equations
• Least Squares, Conditional Predictions, and Estimator Properties
• Convex Programming and Duality in Normed Space

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