AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621): Difference between revisions

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+Cointegration in Fractional Systems with Unknown Integration Orders
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+THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
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+Gaussian semiparametric estimation of long range dependence
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+On the harm that ignoring pretesting can cause
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+On the power of stationarity tests using optimal bandwidth estimates
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+Estimating cointegrated systems using subspace algorithms
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+TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET  METHODS
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+Determining the Number of Factors in Approximate Factor Models
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+Local Whittle estimation in nonstationary and unit root cases.
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+Simple Robust Testing of Regression Hypotheses
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+An Asymtotic Theory of Bayesian Inference for Time Series
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+Genetic programming prediction of stock prices
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+Impulse response and forecast error variance asymptotics in nonstationary VARs
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+Econometric Model Determination
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+Bayesian model selection and prediction with empirical applications
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+Optimal Inference in Cointegrated Systems
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+Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
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+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
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+Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
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+Publication:5697621