(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819): Difference between revisions

@@ Property / author @@
-Uwe Hassler
@@ Property / author: Uwe Hassler / rank @@
-Normal rank
@@ Property / author @@
+Uwe Hassler
@@ Property / author: Uwe Hassler / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
+Normal rank
@@ Property / cites work @@
+Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
+Normal rank
@@ Property / cites work @@
+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank
@@ Property / cites work @@
+Selection of estimation window in the presence of breaks
+Normal rank
@@ Property / cites work @@
+Adaptive forecasting in the presence of recent and ongoing structural change
+Normal rank
@@ Property / cites work @@
+Q4716820
@@ Property / cites work: Q4716820 / rank @@
+Normal rank
@@ Property / cites work @@
+The Fitting of Time-Series Models
@@ Property / cites work: The Fitting of Time-Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction of multivariate time series by autoregressive model fitting
+Normal rank
@@ Property / cites work @@
+IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
+Normal rank
@@ Property / cites work @@
+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Linear prediction by autoregressive model fitting in the time domain
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting autoregressive models for prediction
@@ Property / cites work: Fitting autoregressive models for prediction / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting a long memory process subject to structural breaks
+Normal rank
@@ Property / cites work @@
+Editorial: Dynamic econometric modeling and forecasting in the presence of instability
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2981819