Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892)
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scientific article; zbMATH DE number 7259156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data |
scientific article; zbMATH DE number 7259156 |
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Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (English)
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12 October 2020
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model selection
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specification testing
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Lagrange multiplier tests
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forecasting
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0.86355865
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0.86045253
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0.85617316
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0.85614324
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0.8440099
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0.8402834
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0.8395577
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