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Publication:3433854
zbMath1153.62095MaRDI QIDQ3433854
Publication date: 20 April 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo simulationcointegrationforecastingnon-stationary time seriesstructural breaksexogeneityVAR modelslogit modelautoregressionsautomatic model selection
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics ⋮ The geometric chain-ladder ⋮ Identification and forecasting in mortality models ⋮ Generalized log-normal chain-ladder ⋮ Model selection when there are multiple breaks ⋮ Bayesian testing for nested hypotheses under partial observability ⋮ Heteroscedasticity testing after outlier removal
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