Generalized Forecasr Averaging in Autoregressions with a Near Unit Root
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More about this item
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-02-17 (Econometrics)
- NEP-ETS-2020-02-17 (Econometric Time Series)
- NEP-FOR-2020-02-17 (Forecasting)
- NEP-ORE-2020-02-17 (Operations Research)
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