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The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Keywords: forecasting, c63, Near-unity autoregression, median-unbiased estimation, unbiasedness, unit root model, forecast combinations, C22, C52, C53
Más información
| Título según WOS: | The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model |
| Título según SCOPUS: | The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model |
| Título de la Revista: | Applied Economics Letters |
| Volumen: | 23 |
| Número: | 2 |
| Editorial: | Routledge Taylor & Francis Group |
| Fecha de publicación: | 2016 |
| Página de inicio: | 126 |
| Página final: | 131 |
| Idioma: | English |
| DOI: |
10.1080/13504851.2015.1057890 |
| Notas: | ISI, SCOPUS |