Spurious forecasts?
| dc.contributor.advisor | Dr. Daniel Ventosa Santaulària |
| dc.creator | Vera Valdés, José Eduardo |
| dc.date.issued | 2010 |
| dc.identifier | 100372.pdf |
| dc.identifier.uri | http://hdl.handle.net/11651/5022 |
| dc.description.abstract | In this thesis we prove, by means of an extension of Noriega and Ventosa- Santaulària (2007) asymptotic results, that forecasts built upon spurious regression may perform (asymptotically) as well as those issued from a correctly specified regression. This we do by proving that many of the most popular in-sample and out-of-sample predictability criteria (PrCr, hereinafter) behave asymptotically in the same manner whether the inference is spurious or not. |
| dc.format | application/PDF |
| dc.language.iso | eng |
| dc.publisher | El Autor |
| dc.subject.lcsh | Regression analysis. |
| dc.subject.lcsh | Time-series analysis. |
| dc.title | Spurious forecasts? |
| dc.type | Tesis de maestría |
| dc.accessrights | Acceso restringido |
| dc.recordIdentifier | 000100372 |
| thesis.degree.grantor | Centro de Investigación y Docencia Económicas |
| thesis.degree.name | Maestría en Economía |
| dc.proquest.rights | No |
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