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Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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Stock return predictability : a factor-augmented predictive regression system with shrinkage method
Ohno, Saburo
;
Ando, Tomohiro
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 29-60
Persistent link: https://www.econbiz.de/10012038133
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3
Model selection and shrinkage : an overview
Caner, Mehmet
;
Medeiros, Marcelo C.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1343-1346
Persistent link: https://www.econbiz.de/10011592330
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4
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan
;
Palm, Franz C.
;
Reuvers, Hanno
;
Urbain, …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
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7
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
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8
Determining the number of factors with potentially strong within-block correlations in error terms
Han, Xu
;
Caner, Mehmet
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 946-969
Persistent link: https://www.econbiz.de/10011795541
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9
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
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10
Model selection and model averaging for matrix exponential spatial models
Yang, Ye
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 827-858
Persistent link: https://www.econbiz.de/10013364910
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