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Forecasting Macroeconomic Variables by Using Model Averaging : Applied Econometrics - Time Series Analysis
ISBN-13: 9783330517066 / Angielski / Miękka / 2017 / 52 str.
Forecasting Macroeconomic Variables by Using Model Averaging : Applied Econometrics - Time Series Analysis
ISBN-13: 9783330517066 / Angielski / Miękka / 2017 / 52 str.
cena 160,58
(netto: 152,93 VAT: 5%)
Najniższa cena z 30 dni: 160,21
(netto: 152,93 VAT: 5%)
Najniższa cena z 30 dni: 160,21
Termin realizacji zamówienia:
ok. 10-14 dni roboczych.
ok. 10-14 dni roboczych.
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Are the forecasting results of model averaging more accurate, than the results provided by univariate models? This book shall provide an answer to this question by comparing econometric forecasting models for US macroeconomic variables. The work is based on Clark & McCracken s paper "Averaging forecasts from VARs with uncertain instabilities", published 2010 in the Journal of Applied Econometrics.
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