Backward-in-time selection of the order of dynamic regression prediction model
Year of publication: |
2013
|
---|---|
Authors: | Vlachos, Ioannis ; Kugiumtzis, Dimitris |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 8, p. 685-701
|
Subject: | time series | prediction | dynamic regression | regularization | variable selection | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis |
-
Combination of forecasts for the price of crude oil on the spot market
Azevedo, Vitor G., (2016)
-
Economic indicators for automobile claim frequencies
Boj, Eva, (2019)
-
Chapter 14. Variable Selection in Predictive Regressions
Ng, Serena, (2013)
- More ...
-
Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model
Vlachos, Ioannis, (2013)
-
Central Bank Digital Currencies and a Euro for the Future
Giaglis, George, (2021)
-
Normal correlation coefficient of non-normal variables using piece-wise linear approximation
Kugiumtzis, Dimitris, (2010)
- More ...