Pages that link to "Item:Q4188624"

The following pages link to The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors (Q4188624):

Displayed 11 items.

• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung (Q797950) ‎ (← links)
• The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) ‎ (← links)
• Likelihood and other approaches to prediction in dynamic models (Q1105969) ‎ (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) ‎ (← links)
• Predictions from ARMAX models (Q1135077) ‎ (← links)
• Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) ‎ (← links)
• Bayesian long-run prediction in time series models (Q1899241) ‎ (← links)
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (Q3313165) ‎ (← links)
• Using least squares to generate forecasts in regressions with serial correlation (Q3552838) ‎ (← links)
• PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) ‎ (← links)
• Forecasting with serially correlated regression models (Q4826352) ‎ (← links)