Browsing by Author "Lindström, Fredrik"
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A comparison of conditioned versus unconditioned forecasts of the V AR(l) process
Holgersson, Thomas; Lindström, Fredrik (University of Gothenburg, 2003-05-01)The properties of a forecast usually depend upon whether the forecast is conditioned on the final period observation or not. In the case of unconditioned forecasts it is well known that the point predictions are unbiased. ...