VAR forecasting under misspecification (Q265016): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number: 6561903 / rank | |||
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forecasting | |||
| Property / zbMATH Keywords: forecasting / rank | |||
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loss function estimation | |||
| Property / zbMATH Keywords: loss function estimation / rank | |||
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model selection | |||
| Property / zbMATH Keywords: model selection / rank | |||
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Revision as of 14:15, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VAR forecasting under misspecification |
scientific article |
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VAR forecasting under misspecification (English)
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1 April 2016
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forecasting
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loss function estimation
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model selection
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