MULTIPERIOD FORECASTING ANALYSIS OF A DYNAMIC MODEL FOR A SMALL SAMPLE

DOI10.1111/J.1467-842X.1996.TB00669.XMaRDI QIDQ4354756zbMATH OpenOpenAlexFDO

Authors Asraul Hoque

Publication date 17 September 1997

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1996.tb00669.x

zbMATH Keywords

dynamic modelARMAX modelfinite samplemoving average erroradaptive expectations modelpartial adjustment modelmean squared forecast error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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