Small sample properties of forecasts from autoregressive models under structural breaks (Q265113): Difference between revisions

@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6562078
@@ Property / zbMATH DE Number: 6562078 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small sample properties of forecasts
@@ Property / zbMATH Keywords: small sample properties of forecasts / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+MSFE
@@ Property / zbMATH Keywords: MSFE / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autoregression
@@ Property / zbMATH Keywords: autoregression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rolling window estimator
@@ Property / zbMATH Keywords: rolling window estimator / rank @@
+Normal rank

Revision as of 14:16, 27 June 2023