Determining the MSE-optimal cross section to forecast (Q2440386): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2012.02.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2020495332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4769776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at the statistical model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of equal forecast accuracy and encompassing for nested models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximately normal tests for equal predictive accuracy in nested models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Generalized Dynamic Factor Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Conditional Predictive Ability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4042404 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood principle and model selection when the true model is unspecified / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring the Advantages of Multivariate vs. Univariate Forecasts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient selection of the order of the model for estimating parameters of a linear process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information criteria for selecting possibly misspecified parametric models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting Using Principal Components From a Large Number of Predictors / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:19, 7 July 2024

scientific article
Language Label Description Also known as
English
Determining the MSE-optimal cross section to forecast
scientific article

    Statements

    Determining the MSE-optimal cross section to forecast (English)
    0 references
    0 references
    18 March 2014
    0 references
    forecasting
    0 references
    model selection
    0 references
    VARMA models
    0 references

    Identifiers