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Modeling Time-Varying Uncertainty of Multiple- Horizon Forecast Errors

Modeling Time-Varying Uncertainty of Multiple- Horizon Forecast Errors

Qua quá trình theo dõi độ không đảm bảo thay đổi theo thời gian trong các lỗi dự báo có liên quan, nhóm tác giả rút ra được một biến thể đa chiều của biến động ngẫu nhiên. So với phương pháp không thay đổi hằng số, mô hình biến động ngẫu nhiên của tác giả giúp cải thiện độ chính xác của các biện phá...

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Bibliographic Details
Main Author: Todd E Clark
Other Authors: Michael W McCracken
Format: Tài liệu tham khảo khác
Language:English
Published: Bank for international settlements 2017
Subjects:
Survey forecasts
Dự báo khảo sát
Charts
Biểu đồ
Online Access:https://muontailieuso.quochoi.vn/DefaultBookView.aspx?BookID=31684
https://hdl.handle.net/11742/53210
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