Pages that link to "Item:Q756348"
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The following pages link to Multi-step estimation and forecasting in dynamic models (Q756348):
Displaying 13 items.
- VAR forecasting under misspecification (Q265016) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- (Q3318662) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
- Forecasting With Dynamic Panel Data Models (Q4992085) (← links)
- Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781) (← links)
- (Q5474887) (← links)
- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Multi-step estimators and shrinkage effect in time series models (Q6567443) (← links)
