A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Haojie, Lin, Zihan
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2507.07469