CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623): Difference between revisions

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+The Focused Information Criterion
@@ Property / cites work: The Focused Information Criterion / rank @@
+Normal rank
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+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
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+Prediction of multivariate time series by autoregressive model fitting
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank