A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2011.00757.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1905733472
@@ Property / OpenAlex ID: W1905733472 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform moment bounds of Fisher's information with applications to time series
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Properties of Predictors for Autoregressive Time Series
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models
+Normal rank
@@ Property / cites work @@
+PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
+Normal rank
@@ Property / cites work @@
+Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
+Normal rank
@@ Property / cites work @@
+Properties of Predictors in Misspecified Autoregressive Time Series Models
+Normal rank
@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2930888