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...

詳細記述

書誌詳細
主要な著者: Hendry, DF, Mizon, GE
フォーマット: Journal article
言語:English
出版事項: Elsevier 2014