Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892): Difference between revisions
From MaRDI portal
Latest revision as of 19:59, 23 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data |
scientific article |
Statements
Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (English)
0 references
12 October 2020
0 references
model selection
0 references
specification testing
0 references
Lagrange multiplier tests
0 references
forecasting
0 references
0 references
0 references
0 references