Pages that link to "Item:Q2772833"
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The following pages link to Forecasting in Econometrics: editors’ introduction (Q2772833):
Displayed 7 items.
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Pooling of forecasts (Q3156184) (← links)
- Unit roots and double smooth transitions (Q5309298) (← links)
- Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach (Q5430551) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)