Using least squares to generate forecasts in regressions with serial correlation (Q3552838): 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.1467-9892.2007.00569.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1991262015
@@ Property / OpenAlex ID: W1991262015 / rank @@
+Normal rank
@@ Property / cites work @@
+The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors
+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 @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+Useful invariance results for generalized regression models
+Normal rank
@@ Property / cites work @@
+A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods
+Normal rank
@@ Property / cites work @@
+Specification of the Disturbance for Efficient Estimation
+Normal rank
@@ Property / cites work @@
+Forecasting with serially correlated regression models
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of vector Armax models
@@ Property / cites work: Estimation of vector Armax models / rank @@
+Normal rank
@@ Property / cites work @@
+A note on an iterative least-squares estimation method for ARMA and VARMA models
+Normal rank
@@ Property / cites work @@
+Generalized Least Squares with Misspecified Serial Correlation Structures
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Linear Model Selection by Cross-Validation
@@ Property / cites work: Linear Model Selection by Cross-Validation / rank @@
+Normal rank
@@ Property / cites work @@
+OLS or GLS in the presence of specification error? An expected loss approach
+Normal rank
@@ Property / cites work @@
+Model reductions of high-order estimated models: the asymptotic ML approach
+Normal rank
@@ Property / cites work @@
+Estimation of a linear regression model with stationary ARMA (p,q) errors
+Normal rank
@@ Property / cites work @@
+On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3552838