A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (Q5460716)
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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)
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18 July 2005
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conditioning
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forecast bias
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Monte Carlo
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VAR(1) processes
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