Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run
From MaRDI portal
Publication:3087825
DOI10.1080/00949650903575229zbMath1219.62145OpenAlexW2012389420MaRDI QIDQ3087825
Publication date: 17 August 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903575229
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
- Estimating long-run relationships from dynamic heterogeneous panels
- Misspecification tests and their uses in econometrics
- Bayesian model selection and model averaging
- Statistical predictor identification
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
This page was built for publication: Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run
