Energy consumption forecasting: Econometric model vs state space model.
This study examines the forecasting performance of two major multivariate methodologies: econometric modeling and multivariate state space modeling. The same variables are used in both models to facilitate comparison. They are evaluated by both expost and exante accuracy of U.S. energy consumption f...
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| Language: | en |
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The University of Arizona.
1994
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| Online Access: | http://hdl.handle.net/10150/187010 |