authors
- GONÇALVES MAZZEU, JOAO HENRIQUE
- RUIZ ORTEGA, ESTHER
- Veiga, Helena
Model uncertainty and the forecast accuracy of ARMA models: A survey
Working Papers
Overview
publisher
publication date
- 2015
series title
- UC3M Working papers. Statistics and Econometrics
full text
series number
- 15-08
Classification
keywords
- bayesian forecast; bootstrap; model misspecification; parameter uncertainty