Konferenzbeitrag
Identifying Proxy VARs with Restrictions on the Forecast Error Variance
- Language
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Englisch
- Bibliographic citation
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Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2022: Big Data in Economics
- Classification
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Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Event
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Geistige Schöpfung
- (who)
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Härtl, Tilmann
- Event
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Veröffentlichung
- (who)
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ZBW - Leibniz Information Centre for Economics
- (where)
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Kiel, Hamburg
- (when)
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2022
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Härtl, Tilmann
- ZBW - Leibniz Information Centre for Economics
Time of origin
- 2022
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A Critical Note on the Forecast Error Variance Decomposition
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A critical note on the forecast error variance decomposition
Artificial Intelligibility and Proxy Error
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Regression Calibration with Heteroscedastic Error Variance
When does information on forecast variance improve the performance of a combined forecast?
Measurement Error Proxy System Models: MEPSM v0.2
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