Pages that link to "Item:Q291868"
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The following pages link to A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868):
Displayed 14 items.
- Combining VAR and DSGE forecast densities (Q647655) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Track irregularity time series analysis and trend forecasting (Q1925497) (← links)
- Large time-varying parameter VARs (Q2453080) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Dynamic probit models and financial variables in recession forecasting (Q3065505) (← links)
- The use of encompassing tests for forecast combinations (Q3065555) (← links)
- A test for improved multi-step forecasting (Q3077670) (← links)
- Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (Q3087825) (← links)
- Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656) (← links)
- Forecast Combination and Model Averaging Using Predictive Measures (Q5292353) (← links)
- Evaluating Direct Multistep Forecasts (Q5719300) (← links)