Shrinkage estimation and forecasting in dynamic regression models under structural instability (Q6656775)
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scientific article; zbMATH DE number 7961714
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| English | Shrinkage estimation and forecasting in dynamic regression models under structural instability |
scientific article; zbMATH DE number 7961714 |
Statements
Shrinkage estimation and forecasting in dynamic regression models under structural instability (English)
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3 January 2025
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ARX-model
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asymptotic approximation
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forecasting
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non-stationary regressors
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structural breaks
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unit root
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0.738654375076294
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0.7357835173606873
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0.7324081063270569
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0.7061984539031982
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0.7036229968070984
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