Pages that link to "Item:Q528002"
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The following pages link to Model selection in the presence of nonstationarity (Q528002):
Displaying 6 items.
- Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
- Model comparison and selection for stationary space-time models (Q1020121) (← links)
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria (Q1174643) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)