"real-time data" - Selaus asiasanan mukaan Erillisteokset ja sarjajulkaisut
Viitteet 1-1 / 1
-
SELECTION OF AN ESTIMATION WINDOW IN THE PRESENCE OF DATA REVISIONS AND RECENT STRUCTURAL BREAKS
Tampere Economic Working Papers Net Series : 92/2016 (Tampereen yliopisto, 2016)
workingPaperIn this paper, we analyze the forecasting performance of a set of widely used window selection methods in the presence of data revisions and recent structural breaks. Our Monte Carlo and empirical results for U.S. real ...