Empirical Information Criteria for Time Series Forecasting Model Selection
Year of publication: |
2003-01
|
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Authors: | Billah, Md B. ; Hyndman, R.J. ; Koehler, A.B. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Exponential smoothing | forecasting | information criteria | M3 competition | model selection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2/03 19 pages |
Classification: | C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing ; C22 - Time-Series Models |
Source: |
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On the selection of forecasting models
Inoue, Atsushi, (2003)
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On the Selection of Forecasting Models
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¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
Medel, Carlos A., (2012)
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