𝔖 Bobbio Scriptorium
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Forecasting aggregates using panels of nonlinear time series

✍ Scribed by Dennis Fok; Dick van Dijk; Philip Hans Franses


Book ID
113647821
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
157 KB
Volume
21
Category
Article
ISSN
0169-2070

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## Abstract The method of ordinary least squares (OLS) and generalizations of it have been the mainstay of most forecasting methodologies for many years. It is well‐known, however, that outliers or unusual values can have a large influence on least‐squares estimators. Users of automatic forecasting