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...
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| Định dạng: | Working paper |
| Ngôn ngữ: | English |
| Được phát hành: |
Department of Economics (University of Oxford)
2011
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