On the selection of forecasting models
type: Item
instance of: scholarly article
title: On the selection of forecasting models
zbMATH Open document ID: 1337.62291
author: Atsushi Inoue
author: Lutz Kilian
published in: Journal of Econometrics
publication date: 2016-04-25T00:00:00Z
full work available at URL: ecbwp214.pdf
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6573042
zbMATH Keywords: model selection
zbMATH Keywords: forecast accuracy
zbMATH Keywords: information criteria
zbMATH Keywords: simulated out-of-sample method
zbMATH Keywords: predictive least squares
MaRDI profile type: Publication
OpenAlex ID: W3122065115
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DOI: 10.1016/J.JECONOM.2005.03.003
description: scientific article; zbMATH DE number 6573042