Model selection for forecasting
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Publication:1086969
DOI10.1016/0096-3003(86)90009-3zbMath0609.62145OpenAlexW2095451574MaRDI QIDQ1086969
Scott J. Brown, Robert F. Engle
Publication date: 1986
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0096-3003(86)90009-3
Schwarz criterioncomplexity criteriaempirical comparisons of forecast accuracymodel selection proceduresone- step and multistep conditional root-mean-square forecast errorssequential F-testingvariable selection in linear regression models
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Cites Work
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