Work

Variable Selection and Inference for Multi-Period Forecasting Problems

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1340396

Authors: M. Hashem Pesaran, Andreas Pick, Allan Timmermann

Institutions: University of Southern California, Erasmus University Rotterdam, De Nederlandsche Bank, University of California San Diego, Centre for Economic Policy Research

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: HSBC Bank USA, National Research Foundation, Danmarks Grundforskningsfond

OpenAlex ID: W2170308306

Cites: 20

Cited by: 34

Related to: 10