Unpredictability in economic analysis, econometric modeling 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 informat...

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Bibliografiske detaljer
Main Authors: Hendry, DF, Mizon, GE
Format: Journal article
Sprog:English
Udgivet: Elsevier 2014