AN EMPIRICAL EXAMINATION OF THE PREDICTIVE PERFORMANCE OF AN ECONOMETRIC MODEL WITH RANDOM COEFFICIENTS.
- Author
- MCWHORTER A JR; NARASIMHAM GVL; SIMONDS RR
UNIV. HOUSTON, HOUSTON, TEX. - Source
- INTERNATION. STATIST. REV.; G.B.; DA. 1977; VOL. 45; NO 3; PP. 243-255; ABS. FR.; BIBL. 1 P.
- Document type
- Article
- Language
- English
- Keyword (fr)
- PREVISION MODELE ECONOMETRIQUE SERIE TEMPORELLE MARCHE ALEATOIRE LISSAGE EXPONENTIEL MOYENNE MOBILE MODELE AUTOREGRESSIF METHODE MOINDRE CARRE PROCESSUS MARKOV FILTRE KALMAN PREVISION ECONOMIQUE ANALYSE STATISTIQUE ECONOMETRIE ESTIMATION PARAMETRE MATHEMATIQUES APPLIQUEES
- Keyword (en)
- FORECASTING PREDICTION ECONOMETRIC MODEL TIME SERIES RANDOM WALK EXPONENTIAL SMOOTHING MOVING AVERAGE AUTOREGRESSIVE MODEL LEAST SQUARES METHOD MARKOV PROCESS KALMAN FILTER ECONOMIC FORECASTING STATISTICAL ANALYSIS ECONOMETRICS PARAMETER ESTIMATION APPLIED MATHEMATICS
- Keyword (es)
- MATEMATICAS APPLICADAS
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- PASCAL7830178358
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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