| dc.contributor | Dr. Daniel Ventosa Santaulària | |
| dc.creator | Vera Valdés, José Eduardo | |
| dc.date | 2022-04-08T14:25:01Z | |
| dc.date | 2022-04-08T14:25:01Z | |
| dc.date | 2010 | |
| dc.date.accessioned | 2023-07-21T16:43:46Z | |
| dc.date.available | 2023-07-21T16:43:46Z | |
| dc.identifier | 100372.pdf | |
| dc.identifier | http://hdl.handle.net/11651/5022 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/7735414 | |
| dc.description | 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.format | application/pdf | |
| dc.language | eng | |
| dc.publisher | El Autor | |
| dc.subject | Regression analysis. | |
| dc.subject | Time-series analysis. | |
| dc.title | Spurious forecasts? | |
| dc.type | Tesis de maestría | |
| dc.proquest.rights | No | |
