Subset selection of autoregressive time series models.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 7, p. 505, doi. 10.1002/(SICI)1099-131X(199912)18:7<505::AID-FOR728>3.0.CO;2-U
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- Publication type:
- Article
Works matching IS 02776693 AND DT 1999 AND VI 18 AND IP 7
Results: 5
1
2
Finite-sample properties of tests for equal forecast accuracy.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 7, p. 489, doi. 10.1002/(SICI)1099-131X(199912)18:7<489::AID-FOR727>3.0.CO;2-G
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- Publication type:
- Article
3
Forecasting cointegrated series with BVAR models.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 7, p. 463, doi. 10.1002/(SICI)1099-131X(199912)18:7<463::AID-FOR732>3.0.CO;2-D
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- Publication type:
- Article
4
Monthly date and short-term forecasting: An assessment of monthly data in a VAR model.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 7, p. 447, doi. 10.1002/(SICI)1099-131X(199912)18:7<447::AID-FOR726>3.0.CO;2-T
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- Publication type:
- Article
5
Testing for short memory in a VARMA process.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 7, p. 477, doi. 10.1002/(SICI)1099-131X(199912)18:7<477::AID-FOR739>3.0.CO;2-G
- By:
- Publication type:
- Article