Model selection criteria for reduced rank multivariate time series: a simulation study

By Hławka Marcin   Zagdański Adam  

Journal of Statistical Computation and Simulation, Vol. 84, Iss. 9, 2014-09 ,pp. : 1851-1883

Taylor & Francis Ltd

Access to resources Recommend Favorite

Forecasting Performance of Information Criteria with Many Macro Series

By Clive Granger  

Journal of Applied Statistics, Vol. 31, Iss. 10, 2004-12 ,pp. : 1227-1240

Taylor & Francis Ltd

Access to resources Recommend Favorite

Advances in time series forecasting

By Moklyachuk Mikhail  

Journal of Applied Statistics, Vol. 40, Iss. 12, 2013-12 ,pp. : 2771-2772

Taylor & Francis Ltd

Access to resources Recommend Favorite

Insights into the appropriate level of disaggregation for efficient time series model forecasting

By Ramirez Octavio   Mullen Jeff   Collart Alba J.  

Journal of Applied Statistics, Vol. 41, Iss. 10, 2014-10 ,pp. : 2298-2311

Taylor & Francis Ltd

Access to resources Recommend Favorite

Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run

By Herwartz Helmut  

Journal of Statistical Computation and Simulation, Vol. 81, Iss. 8, 2011-08 ,pp. : 931-943

Taylor & Francis Ltd

Access to resources Recommend Favorite