A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (Q5460716): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1081/sac-200055725 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086721711 / rank | |||
Normal rank | |||
Latest revision as of 12:16, 30 July 2024
scientific article; zbMATH DE number 2187541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process |
scientific article; zbMATH DE number 2187541 |
Statements
A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (English)
0 references
18 July 2005
0 references
conditioning
0 references
forecast bias
0 references
Monte Carlo
0 references
VAR(1) processes
0 references
