Small sample properties of forecasts from autoregressive models under structural breaks (Q265113): Difference between revisions

@@ Property / author @@
-Q221859
@@ Property / author: Q221859 / rank @@
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@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / zbMATH DE Number @@
+6562078
@@ Property / zbMATH DE Number: 6562078 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small sample properties of forecasts
@@ Property / zbMATH Keywords: small sample properties of forecasts / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+MSFE
@@ Property / zbMATH Keywords: MSFE / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autoregression
@@ Property / zbMATH Keywords: autoregression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rolling window estimator
@@ Property / zbMATH Keywords: rolling window estimator / rank @@
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+MaRDI publication profile
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+W3122810100
@@ Property / OpenAlex ID: W3122810100 / rank @@
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@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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@@ Property / cites work @@
+Optimal changepoint tests for normal linear regression
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@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
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@@ Property / cites work @@
+Q5841817
@@ Property / cites work: Q5841817 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+STRUCTURAL CHANGE IN AR(1) MODELS
@@ Property / cites work: STRUCTURAL CHANGE IN AR(1) MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Monitoring Structural Change
@@ Property / cites work: Monitoring Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Q2723584
@@ Property / cites work: Q2723584 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
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@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Corrigenda: Properties of Predictors for Autoregressive Time Series
+Normal rank
@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
+Normal rank
@@ Property / cites work @@
+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
@@ Property / cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION / rank @@
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@@ Property / cites work @@
+Moment approximation for least‐squares estimators in dynamic regression models with a unit root
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@@ Property / cites work @@
+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
@@ Property / cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
+Normal rank
@@ Property / cites work @@
+A new test for structural stability in the linear regression model
+Normal rank
@@ Property / cites work @@
+The exact moments of the least squares estimator for the autoregressive model
+Normal rank
@@ Property / cites work @@
+CONVERGENT SERIES EXPRESSIONS FOR INVERSE MOMENTS OF QUADRATIC FORMS IN NORMAL VARIABLES
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:265113