Unpredictability in economic analysis, econometric modelling and forecasting
Unpredictability arises from intrinsic stochastic variation, unexpected instances of outliers, and unanticipated extrinsic shifts of distributions. We analyze their properties, relationships, and different effects on the three arenas in the title, which suggests considering three associated informa...
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| Formato: | Working paper |
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University of Oxford
2011
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