Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data |
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Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (English)
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12 October 2020
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model selection
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specification testing
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Lagrange multiplier tests
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forecasting
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