Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (Q3087825)
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scientific article
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English | Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run |
scientific article |
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Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (English)
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17 August 2011
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model selection
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specification testing
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Lagrange multiplier tests
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