Variable selection, estimation and inference for multi-period forecasting problems (Q738005): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1327873 |
Changed an Item |
||
Property / author | |||
Property / author: Allan G. Timmermann / rank | |||
Normal rank |
Revision as of 15:23, 27 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variable selection, estimation and inference for multi-period forecasting problems |
scientific article |
Statements
Variable selection, estimation and inference for multi-period forecasting problems (English)
0 references
12 August 2016
0 references
direct forecasts
0 references
iterated forecasts
0 references
factor- augmented VARs
0 references
SURE estimation
0 references
Akaike information criterion
0 references