Pages that link to "Item:Q3906933"
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The following pages link to Estimating Regression Models of Finite but Unknown Order (Q3906933):
Displaying 26 items.
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Consistency of spike and slab regression (Q645450) (← links)
- The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Scale effects in endogenous growth theory: an error of aggregation not specification (Q868481) (← links)
- Non-linear regression with discrete explanatory variables, with an application to the earnings function (Q913417) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673) (← links)
- Structural change and unit roots (Q1909372) (← links)
- A small-sample correction for the Schwarz SIC model selection criterion. (Q1962165) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION (Q3632383) (← links)
- Model selection by multiple test procedures (Q3787284) (← links)
- Manufacturing investment-performance causality in the UK clothing industry (Q4230242) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- Dynamic principal component CAW models for high-dimensional realized covariance matrices (Q4991059) (← links)
