Forecasting cointegrated nonstationary time series with time-varying variance (Q341895)
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scientific article; zbMATH DE number 6653838
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| English | Forecasting cointegrated nonstationary time series with time-varying variance |
scientific article; zbMATH DE number 6653838 |
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Forecasting cointegrated nonstationary time series with time-varying variance (English)
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17 November 2016
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cointegration
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error correction model
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model averaging
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pre-testing
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time-varying variance
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0.7890534996986389
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0.7622715830802917
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0.75528883934021
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0.75528883934021
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0.7552407383918762
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