Forecasting and model selection in time-varying parameter models

Notes on use

Note (General)：: type:textResearch went pretty well, which led to several papers submitted to econometric journals. It was quite a successful project, the output corre...

Related materials as well as pre- and post-revision versions

科研費研究者番号 : 60781119

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

Keio Associated Repository of Academic resources
Digital
You can check the holdings of institutions and databases with which Institutional Repositories DataBase(IRDB)(Institutional Repository) is linked at the site of Institutional Repositories DataBase(IRDB)(Institutional Repository).
Keio Associated Repository of Academic resources

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 文書・図像類
Title: Forecasting and model selection in time-varying parameter models
Author/Editor: Potiron, Yoann
Author Heading: Potiron, Yoann
Publication Date: 2019
Publication Date (W3CDTF): 2019
Periodical title: 科学研究費補助金研究成果報告書
Text Language Code: jpn
eng
Subject Heading: high frequency data
Target Audience: 一般
Note (General): type:text
Research went pretty well, which led to several papers submitted to econometric journals. It was quite a successful project, the output corresponds quite closely to the expectations.
研究種目 : 若手研究 (B) 研究期間 : 2017～2019 課題番号 : 17K13718 研究分野 : Financial Econometrics
Access Restrictions: 限定公開
Related Material: 科研費研究者番号 : 60781119
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 慶應義塾大学 : 慶應義塾大学学術情報リポジトリ