Pages that link to "Item:Q5757824"
From MaRDI portal
The following pages link to Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors (Q5757824):
Displaying 9 items.
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
- Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
- Full Bayesian analysis of double seasonal autoregressive models with real applications (Q6579828) (← links)
