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Asymptotic likelihood-based prediction functions
Cooley, Thomas F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 5, pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
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Econometric model determination
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
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Asymptotic inference about predictive ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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On the update frequency of univariate forecasting models
Spiliotis, Evangelos; Petropoulos, Fotios - In: European journal of operational research : EJOR 314 (2024) 1, pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
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Model averaging for interval-valued data
Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang - In: European journal of operational research : EJOR 301 (2022) 2, pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
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Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 629-637
Persistent link: https://www.econbiz.de/10001378261
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The influence of VAR dimensions on estimator biases
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 1, pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
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Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
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Understanding unit rooters : a helicopter tour
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937