Forecasting with serially correlated regression models (Q4826352)
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scientific article; zbMATH DE number 2114752
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| English | Forecasting with serially correlated regression models |
scientific article; zbMATH DE number 2114752 |
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Forecasting with serially correlated regression models (English)
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11 November 2004
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asymptotic mean squared errors
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autoregressive disturbances
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generalized least squares
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incorrect generalized least squares
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predictive mean squared efficiency
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simulations
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ARMA processes
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0.856998860836029
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0.8253049850463867
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0.7909155488014221
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0.7909155488014221
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