Sökning: "Intercept Correction and Diebold-Mariano test"
Hittade 1 uppsats innehållade orden Intercept Correction and Diebold-Mariano test.
1. Evaluating forecast accuracy for Error Correction constraints and Intercept Correction
Kandidat-uppsats, Statistiska institutionenSammanfattning : This paper examines the forecast accuracy of an unrestricted Vector Autoregressive (VAR) model for GDP, relative to a comparable Vector Error Correction (VEC) model that recognizes that the data is characterized by co-integration. In addition, an alternative forecast method, Intercept Correction (IC), is considered for further comparison. LÄS MER
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