The following pages link to Econometric Model Determination (Q4895047):
Displayed 50 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- A frequentist approach to Bayesian asymptotics (Q1792448) (← links)
- Trending time series and macroeconomic activity: Some present and future challenges (Q1841083) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370) (← links)
- Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- IN MEMORY OF JOHN DENIS SARGAN (Q4561959) (← links)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
- VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
- LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS (Q4959131) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- Bayesian Analysis of DSGE Models (Q5292342) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623) (← links)
- AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT (Q5697625) (← links)
- REAL-TIME ECONOMETRICS (Q5697632) (← links)
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (Q5697635) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
