Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (Q3087825)

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Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run
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    Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (English)
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    17 August 2011
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    model selection
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    specification testing
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    Lagrange multiplier tests
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