Pages that link to "Item:Q5403108"
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The following pages link to MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108):
Displayed 5 items.
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)