Forecasting Chilean Industrial Production and Sales with Automated Procedures
暂无分享,去创建一个
[1] Greg Tkacz. Neural network forecasting of Canadian GDP growth , 2001 .
[2] Paul Newbold,et al. Testing the equality of prediction mean squared errors , 1997 .
[3] F. Diebold,et al. Comparing Predictive Accuracy , 1994, Business Cycles.
[4] Yue Fang,et al. Forecasting combination and encompassing tests , 2003 .
[5] H. White,et al. Reply to comments on “artificial neural networks: an econometric perspective“ , 1994 .
[6] Joseph P. Romano,et al. The stationary bootstrap , 1994 .
[7] Lutz Kilian,et al. On the Selection of Forecasting Models , 2003, SSRN Electronic Journal.
[8] L. Kilian,et al. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? , 2002, SSRN Electronic Journal.
[9] Andrew J. Patton,et al. Properties of Optimal Forecasts , 2003 .
[10] K. West,et al. Asymptotic Inference about Predictive Ability , 1996 .
[11] Michael P. Clements,et al. FORECASTING ECONOMIC TIME SERIES , 2000, Econometric Theory.
[12] B. Hansen,et al. Inference in TAR Models , 1997 .
[13] H. White,et al. A Reality Check for Data Snooping , 2000 .