A treatise on econometric forecasting
We investigate the effects of model misspecification and stochastic dynamics in the problem of forecasting. In economics and many fields of engineering, many researchers are guilty of the dangerous practice of treating their mathematical models as the true data generating mechanisms responsible for...
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| Format: | Others |
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2007
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| Online Access: | https://thesis.library.caltech.edu/1951/1/main.pdf Martinez Estrada, Alfredo (2007) A treatise on econometric forecasting. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/WXN5-9A47. https://resolver.caltech.edu/CaltechETD:etd-05222007-101946 <https://resolver.caltech.edu/CaltechETD:etd-05222007-101946> |
Internet
https://thesis.library.caltech.edu/1951/1/main.pdfMartinez Estrada, Alfredo (2007) A treatise on econometric forecasting. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/WXN5-9A47. https://resolver.caltech.edu/CaltechETD:etd-05222007-101946 <https://resolver.caltech.edu/CaltechETD:etd-05222007-101946>