Pages that link to "Item:Q4561953"

The following pages link to MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953):

Displaying 31 items.

• VAR forecasting under misspecification (Q265016) (← links)
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
• Interval forecasts and parameter uncertainty (Q291858) (← links)
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
• Time-series estimation of the effects of natural experiments (Q291869) (← links)
• Least-squares forecast averaging (Q299227) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• A review of k-step-ahead predictors (Q920474) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
• Data-driven predictions of the Lorenz system (Q2115546) (← links)
• Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
• A benchmark model for fixed-target Arctic sea ice forecasting (Q2158362) (← links)
• How should parameter estimation be tailored to the objective? (Q2172021) (← links)
• Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
• (Q3318662) (← links)
• (Q3402849) (← links)
• (Q4243957) (← links)
• (Q4453399) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• Multistep forecast selection for panel data (Q5861003) (← links)
• The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
• Depth asynchronous time delay reservoir for nonlinear time series forecasting task (Q6192297) (← links)
• Multi-step estimators and shrinkage effect in time series models (Q6567443) (← links)