Pages that link to "Item:Q2930888"
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The following pages link to A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888):
Displaying 7 items.
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- A note on mean-squared prediction errors of the least squares predictors in random walk models (Q2784956) (← links)
- Predictor of AR(1) process with a linear trend after preliminary unit root tests (Q2906074) (← links)
- Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (Q4677032) (← links)
- Predictor Selection for Positive Autoregressive Processes (Q4975347) (← links)
- I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444) (← links)
