Pages that link to "Item:Q1129270"
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The following pages link to A new technique for postsample model selection and validation (Q1129270):
Displaying 4 items.
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Estimating the long rate and its volatility (Q500503) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
