Introduction to prediction in classical time series models (in Russian)
Quantile, 2006, issue 1, 3-19
This essay discusses basic notions of time series prediction and states traditional approaches to prediction in classical Box-Jenkins models, vector autoregressions, and autoregressive models with conditional heteroskedasticity.
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Persistent link: https://EconPapers.repec.org/RePEc:qnt:quantl:y:2006:i:1:p:3-19
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