Pages that link to "Item:Q756348"
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The following pages link to Multi-step estimation and forecasting in dynamic models (Q756348):
Displayed 6 items.
- VAR forecasting under misspecification (Q265016) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)