Unpredictability in Economic Analyis, 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...
Autore principale: | Hendry, D |
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Natura: | Working paper |
Lingua: | English |
Pubblicazione: |
Department of Economics (University of Oxford)
2011
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