Pages that link to "Item:Q274892"
From MaRDI portal
The following pages link to On the selection of forecasting models (Q274892):
Displaying 14 items.
- Consistent ranking of volatility models (Q292007) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- In-sample tests of predictive ability: a new approach (Q528013) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES (Q2921203) (← links)
- Model selection using union-intersection principle for non nested models (Q2979945) (← links)
- USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS (Q3632390) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
