Pages that link to "Item:Q1359407"

The following pages link to Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407):

Displaying 18 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• VAR forecasting under misspecification (Q265016) (← links)
• Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
• Least-squares forecast averaging (Q299227) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Autoregressive model selection for multistep prediction (Q1300940) (← links)
• On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
• Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
• Model specification and selection for multivariate time series (Q2293377) (← links)
• Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
• A test for improved multi-step forecasting (Q3077670) (← links)
• Sieve bootstrap prediction intervals (Q3297935) (← links)
• Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)