Pages that link to "Item:Q1359407"
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The following pages link to Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407):
Displaying 29 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- A test for improved multi-step forecasting (Q3077670) (← links)
- Sieve bootstrap prediction intervals (Q3297935) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- Projected polynomial autoregression for prediction of stationary time series (Q4269559) (← links)
- MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- Multi-step estimators and shrinkage effect in time series models (Q6567443) (← links)
- On the asymptotic behavior of a finite section of the optimal causal filter (Q6589587) (← links)
