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Variable selection and inference for multi-period forecasting problems

M. Hashem Pesaran

Publication Data

Title Variable selection and inference for multi-period forecasting problems
Author M. Hashem Pesaran
Contributors Andreas Pick, Allan Timmermann, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Topics

Economic forecasting

Catalogue Data

OBNB ID GBB066250
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0112

ISBD

P1053 26, 8 p.
P1042 Includes bibliographical references.

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Variable selection and inference for multi-period forecasting problems by M. Hashem Pesaran. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.