FORECASTING WITH MISSPECIFIED MODELS

FORECASTING WITH MISSPECIFIED MODELS

Bachelor's

Saved in:
Bibliographic Details
Main Author: LAM CHEN QUIN
Other Authors: ECONOMICS & STATISTICS
Format: Theses and Dissertations
Published: 2020
Subjects:
Model misspecification
Random Coefficient Autoregressive models
ARIMA models
State space form
Kalman filter
Online Access:https://scholarbank.nus.edu.sg/handle/10635/174766
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-174766
record_format dspace
spelling sg-nus-scholar.10635-1747662024-10-25T23:58:10Z FORECASTING WITH MISSPECIFIED MODELS LAM CHEN QUIN ECONOMICS & STATISTICS ANTHONY TAY Model misspecification Random Coefficient Autoregressive models ARIMA models State space form Kalman filter Bachelor's BACHELOR OF SOCIAL SCIENCES (HONOURS) 2020-09-08T13:46:23Z 2020-09-08T13:46:23Z 1998 Thesis LAM CHEN QUIN (1998). FORECASTING WITH MISSPECIFIED MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/174766 CCK BATCHLOAD 20200918
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Model misspecification
Random Coefficient Autoregressive models
ARIMA models
State space form
Kalman filter
spellingShingle Model misspecification
Random Coefficient Autoregressive models
ARIMA models
State space form
Kalman filter
LAM CHEN QUIN
FORECASTING WITH MISSPECIFIED MODELS
description Bachelor's
author2 ECONOMICS & STATISTICS
author_facet ECONOMICS & STATISTICS
LAM CHEN QUIN
format Theses and Dissertations
author LAM CHEN QUIN
author_sort LAM CHEN QUIN
title FORECASTING WITH MISSPECIFIED MODELS
title_short FORECASTING WITH MISSPECIFIED MODELS
title_full FORECASTING WITH MISSPECIFIED MODELS
title_fullStr FORECASTING WITH MISSPECIFIED MODELS
title_full_unstemmed FORECASTING WITH MISSPECIFIED MODELS
title_sort forecasting with misspecified models
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/174766
_version_ 1821196738138996736

Similar Items