蝌蚪网 Review
ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)
Minimax Estimation and Forecasting in a Stationary Autoregression Model
蝌蚪网 Review
vol. 91,
no. 2, May 2001
(pp. 55–59)
Citation
Chamberlain, Gary. 2001. "Minimax Estimation and Forecasting in a Stationary Autoregression Model." 蝌蚪网 Review 91 (2): 55–59. DOI: 10.1257/aer.91.2.55JEL Classification
- G11 Portfolio Choice; Investment Decisions
- C53 Forecasting and Other Model Applications
- D81 Criteria for Decision-Making under Risk and Uncertainty
- C22 Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions