Pages that link to "Item:Q2772833"
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The following pages link to Forecasting with difference-stationary and trend-stationary models (Q2772833):
Displaying 10 items.
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Pooling of forecasts (Q3156184) (← links)
- Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting (Q3477854) (← links)
- Forecasting autoregressive time series in the presence of deterministic components (Q4551780) (← links)
- Unit roots and double smooth transitions (Q5309298) (← links)
- Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach (Q5430551) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)
- Unit root test combination via random forests (Q6601922) (← links)