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- Asymptotically efficient model selection for panel data forecasting
- Multistep prediction of panel vector autoregressive processes
- Model selection for multiperiod forecasts
- Variable selection, estimation and inference for multi-period forecasting problems
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Cites work
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 1034046 (Why is no real title available?)
- scientific article; zbMATH DE number 777876 (Why is no real title available?)
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
- Another look at the instrumental variable estimation of error-components models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Asymptotically efficient autoregressive model selection for multistep prediction
- Asymptotically efficient model selection for panel data forecasting
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Autoregressive model fitting for control
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Biases in Dynamic Models with Fixed Effects
- Discrete orthogonal polynomials on equidistant nodes
- Evaluating panel data forecasts under independent realization
- Fitting autoregressive models for prediction
- Forecasting with spatial panel data
- Lag length selection in panel autoregression
- Model selection in the presence of incidental parameters
- Multistep prediction in autoregressive processes
- Multistep prediction of panel vector autoregressive processes
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- On same-realization prediction in an infinite-order autoregressive process.
- Order selection for same-realization predictions in autoregressive processes
- Prediction in the context of the variance-components model
- Prediction/estimation with simple linear models: is it really that simple?
- Some Comments on C P
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Split-panel jackknife estimation of fixed-effect models
- Statistical predictor identification
- VAR forecasting under misspecification
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(6)- Multistep prediction of panel vector autoregressive processes
- Evaluating panel data forecasts under independent realization
- Panel data nowcasting
- Asymptotically efficient model selection for panel data forecasting
- Selection between models through multi-step-ahead forecasting
- Variable selection, estimation and inference for multi-period forecasting problems
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