Model-free time-aggregated predictions foreconometric datasets

HIGHLIGHTS

• who: Kejin Wu and Sayar Karmakar from the Department of Statistics, University of Florida, Gainesville, FL, USA have published the paper: Model-Free Time-Aggregated Predictions forEconometric Datasets, in the Journal: Forecasting 2021, 3, 920-933. of 31/Dec/1999
• what: The authors develop a more parsimonious variant of the existing method. More specifically, the authors determine this longest lag by observing the last lag that crosses through the confidence interval lines of the autocorrelation plot. The authors provide extensive data analyses to address the lack of realworld data experiments. Beyond this, the authors propose . . .
  

   

  

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