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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Main Authors: Hendry, DF, Mizon, GE
格式: Journal article
语言:English
出版: Elsevier 2014