Optimal multistep VAR forecast averaging (Q5859564)
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scientific article; zbMATH DE number 7334499
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal multistep VAR forecast averaging |
scientific article; zbMATH DE number 7334499 |
Statements
OPTIMAL MULTISTEP VAR FORECAST AVERAGING (English)
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16 April 2021
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vector autoregressive (VAR) model
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0.798721432685852
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0.788334846496582
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0.7692122459411621
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0.7687495350837708
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0.7627093195915222
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