FORECASTING WITH MODEL UNCERTAINTY: REPRESENTATIONS AND RISK REDUCTION
FORECASTING WITH MODEL UNCERTAINTY: REPRESENTATIONS AND RISK REDUCTION
About this item
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Author / Creator
Publisher
Oxford, UK: Econometric Society
Journal title
Language
English
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Publisher
Oxford, UK: Econometric Society
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Scope and Contents
Contents
We consider forecasting with uncertainty about the choice of predictor variables. The researcher wants to select a model, estimate the parameters, and use the parameter estimates for forecasting. We investigate the distributional properties of a number of different schemes for model choice and parameter estimation, including: in-sample model select...
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Full title
FORECASTING WITH MODEL UNCERTAINTY: REPRESENTATIONS AND RISK REDUCTION
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_miscellaneous_1891440826
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1891440826
Other Identifiers
ISSN
0012-9682
E-ISSN
1468-0262
DOI
10.3982/ECTA13372
