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Testable implications of forecast optimality

Andrew J. Patton

Publication Data

Title Testable implications of forecast optimality
Author Andrew J. Patton
Contributors Allan Timmermann, Suntory Centre
Publisher LSE Suntory Centre
Publication date 2005
Publication location London
Language English

Descriptive Notes

Title from PDF title screen (viewed on 15 February, 2006).

Topics

Forecasting :: Mathematical models

Catalogue Data

OBNB ID GBA623822
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 003.2

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Testable implications of forecast optimality by Andrew J. Patton. Published by LSE Suntory Centre in 2005. Publication and catalogue information, links to buy online and reader comments.

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