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Uniform inference in predictive regression models
Chen, Willa W.; Deo, Rohit S.; Yi, Yanping - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
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Improved forecasting of autoregressive series by weighted least squares approximate REML estimation
Deo, Rohit S. - In: International journal of forecasting 28 (2012) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10009581422
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Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: comment
Rodriguez, Paulo M. M. - In: International journal of forecasting 28 (2012) 1, pp. 44-45
Persistent link: https://www.econbiz.de/10009581417