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Forecasting using a random coefficient autoregression

Crossref DOI link: https://doi.org/10.1007/s00181-025-02824-y

Published Online: 2025-09-24

Published Print: 2025-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Franses, Philip Hans https://orcid.org/0000-0002-2364-7777
Knyazhitskiy, Dmitriy
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Text and Data Mining valid from 2025-09-24

Version of Record valid from 2025-09-24
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Article History

Received: 18 July 2024

Accepted: 4 September 2025

First Online: 24 September 2025