On the selection of forecasting models
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Cites work
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- An Asymtotic Theory of Bayesian Inference for Time Series
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- Stochastic complexity and modeling
- Tests of equal forecast accuracy and encompassing for nested models
Cited in
(30)- What central bankers need to know about forecasting oil prices
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- Forecasting with model uncertainty: representations and risk reduction
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- Selection between models through multi-step-ahead forecasting
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