Least-squares forecast averaging (Q299227): Difference between revisions

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+Q4769776
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+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+Asymptotically efficient autoregressive model selection for multistep prediction
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+Model Selection: An Integral Part of Inference
@@ Property / cites work: Model Selection: An Integral Part of Inference / rank @@
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+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
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+Benchmark priors for Bayesian model averaging.
@@ Property / cites work: Benchmark priors for Bayesian model averaging. / rank @@
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+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
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+Pooling of forecasts
@@ Property / cites work: Pooling of forecasts / rank @@
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+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
@@ Property / cites work: MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES / rank @@
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+Selecting optimal multistep predictors for autoregressive processes of unknown order.
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+Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
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+On same-realization prediction in an infinite-order autoregressive process.
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+Order selection for same-realization predictions in autoregressive processes
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+Q2767480
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Some Comments on C P
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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+Q3702336
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+Estimating the dimension of a model
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+An optimal selection of regression variables
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+Asymptotic mean efficiency of a selection of regression variables
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+Handbook of economic forecasting. Volume 1
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+Q3283298
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