scientific article; zbMATH DE number 2206038

MaRDI QIDQ5317345zbMATH OpenFDO

Authors R. J. Bhansali

Publication date 16 September 2005

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited in

(7)

• Modeling of time series arrays by multistep prediction or likelihood methods.
• How should parameter estimation be tailored to the objective?
• Robustifying forecasts from equilibrium-correction systems
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
• Optimal multistep VAR forecast averaging
• Variable selection, estimation and inference for multi-period forecasting problems
• Forecasting world trade: Direct versus ``bottom-up approaches

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