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"Correcting for Misspecification in Parameter Dynamics to Improve Forecast ..."

Ceren Kolsarici, Demetrios Vakratsas (2015)

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DOI: 10.1287/MNSC.2014.2027

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - https://dblp.org/rec/journals/mansci/KolsariciV15
Ceren Kolsarici, Demetrios Vakratsas:
Correcting for Misspecification in Parameter Dynamics to Improve Forecast Accuracy with Adaptively Estimated Models. Manag. Sci. 61(10): 2495-2513 (2015)

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