A simple recursive forecasting model
From MaRDI portal
Publication:1929086
DOI10.1016/j.econlet.2005.09.005zbMath1254.91639OpenAlexW2108351401MaRDI QIDQ1929086
George W. Evans, William A. Branch
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.09.005
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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