Out-of-sample forecast tests robust to the choice of window size :: Atsushi Inoue :: Centre for Economic Policy Research 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Out-of-sample forecast tests robust to the choice of window size
Author Atsushi Inoue
Contributors Barbara Rossi, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2011
Publication location London
Language English

Descriptive Notes

"International macroeconomics." --Cover.
"August 2011."

Topics

Economic forecasting
Econometrics

Catalogue Data

OBNB ID GBB254026
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0112

ISBD

P1053 63 p.
P1042 Includes bibliographical references.

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Out-of-sample forecast tests robust to the choice of window size by Atsushi Inoue. Published by Centre for Economic Policy Research in 2011. Publication and catalogue information, links to buy online and reader comments.