Forecasting vector autoregressions with mixed roots in the vicinity of unity (Q6049842)
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scientific article; zbMATH DE number 7739040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting vector autoregressions with mixed roots in the vicinity of unity |
scientific article; zbMATH DE number 7739040 |
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Forecasting vector autoregressions with mixed roots in the vicinity of unity (English)
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18 September 2023
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bagging
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Mallows criterion
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model averaging
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model selection
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pretest
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