Multi-step estimation and forecasting in dynamic models (Q756348)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:756348 |
scientific article; zbMATH DE number 4190969
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-step estimation and forecasting in dynamic models |
scientific article; zbMATH DE number 4190969 |
Statements
Multi-step estimation and forecasting in dynamic models (English)
0 references
1991
0 references
ordinary least squares
0 references
misspecified model
0 references
multi-step forecasting
0 references
sum of squared multi-step forecast errors
0 references
large samples
0 references
small samples
0 references
Monte Carlo
0 references
OLS
0 references
squared errors
0 references
0 references
0 references
0 references
0 references
0.7623520493507385
0 references
0.7470002770423889
0 references
0.7414384484291077
0 references
0.7371499538421631
0 references
0.7371499538421631
0 references
