Multistep forecast selection for panel data (Q5861003): Difference between revisions

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+Fitting autoregressive models for prediction
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+Autoregressive model fitting for control
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+Statistical predictor identification
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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+Forecasting with spatial panel data
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+Asymptotically efficient autoregressive model selection for multistep prediction
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+Q4344414
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+Q3947020
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+Weak and strong cross‐section dependence and estimation of large panels
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+Split-panel Jackknife Estimation of Fixed-effect Models
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+Discrete orthogonal polynomials on equidistant nodes
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+ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
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+Q4840383
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+AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
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+MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES
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+Evaluating panel data forecasts under independent realization
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+ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Lag length selection in panel autoregression
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+A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE
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+MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
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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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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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+Model selection in the presence of incidental parameters
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+Some Comments on C P
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+Biases in Dynamic Models with Fixed Effects
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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+VAR forecasting under misspecification
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Prediction in the context of the variance-components model
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+PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
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