MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES
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Publication:5403108
DOI10.1017/S0266466612000679zbMath1283.62182MaRDI QIDQ5403108
Publication date: 25 March 2014
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
Related Items (6)
On model selection from a finite family of possibly misspecified time series models ⋮ Evaluating panel data forecasts under independent realization ⋮ ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING ⋮ Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications ⋮ Multistep forecast selection for panel data ⋮ Panel data nowcasting
Cites Work
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