EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"final prediction error"
Narrow search

Narrow search

Year of publication
Subject
All
Final Prediction Error 3 Consistency 2 Final prediction error 2 Forecasting model 2 Foreign Exchange Rates 2 High dimensionality 2 Lag Selection 2 Misspecification 2 Model averaging 2 Model selection 2 Modellierung 2 Nonlinear Autoregression 2 Nonparametric Method 2 Prognoseverfahren 2 Quantile regression 2 Scientific modelling 2 Causality 1 Estimation theory 1 Forecast 1 Forecasting 1 Granger 1 Growth 1 Hsiao 1 Mallows criterion 1 Panel 1 Panel study 1 Prognose 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Statistical error 1 Statistischer Fehler 1 Theorie 1 Theory 1 Time series analysis 1 Unemployment 1 Zeitreihenanalyse 1 bias-correction 1 final prediction error 1 misspecification 1
more ... less ...
Online availability
All
Free 2 Undetermined 2
Type of publication
All
Article 3 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 1
Language
All
English 3 Undetermined 3
Author
All
Lu, Xun 2 Su, Liangjun 2 Tschernig, Rolf 2 Yang, Lijian 2 Greenaway-McGrevy, Ryan 1 YILMAZ, Dr. Ozlem GOKTAS 1
Institution
All
School of Economics, Singapore Management University 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
Econometric reviews 1 Istanbul University Econometrics and Statistics e-Journal 1 Journal of econometrics 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Working Papers / School of Economics, Singapore Management University 1
Source
All
RePEc 3 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 6 of 6
Cover Image
Multistep forecast selection for panel data
Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406
Persistent link: https://www.econbiz.de/10012181429
Saved in:
Cover Image
Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
Saved in:
Cover Image
Jackknife Model Averaging for Quantile Regressions
Lu, Xun; Su, Liangjun - School of Economics, Singapore Management University - 2014
-of-sample final prediction error among the given set of weight vectors. We conduct Monte Carlo simulations to demonstrate the finite …
Persistent link: https://www.econbiz.de/10010887082
Saved in:
Cover Image
Nonparametric lag selection for time series
Tschernig, Rolf; Yang, Lijian - 1997
A nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive …
Persistent link: https://www.econbiz.de/10010310796
Saved in:
Cover Image
Nonparametric lag selection for time series
Tschernig, Rolf; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 1997
A nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive …
Persistent link: https://www.econbiz.de/10010956477
Saved in:
Cover Image
TURKIYE EKONOMISINDE BUYUME ILE ISSIZLIK ORANLARI ARASINDAKI NEDENSELLIK ILISKISI
YILMAZ, Dr. Ozlem GOKTAS - In: Istanbul University Econometrics and Statistics e-Journal 2 (2005) 1, pp. 63-76
initially teohratical and subsequently econometric analysises. To realise this, Granger causality test and Final Prediction … Error will be key sectors in this study. …
Persistent link: https://www.econbiz.de/10005112856
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...