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Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)

Warsono; Russel, Edwin; Wamiliana; Widiarti; Mustofa Usman - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 240-247

Persistent link: https://www.econbiz.de/10012386807

A mixed-integer fractional optimization approach to best subset selection

Gómez, Andrés; Prokopyev, Oleg - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 551-565

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Selecting the lag length for the MGLS unit root tests with structural change : a warning note for practitioners based on simulations

Quineche, Ricardo; Rodriguez, Gabriel - In: Econometrics : open access journal 5 (2017) 2, pp. 1-10

This is a simulation-based warning note for practitioners who use the M GLS MGLS unit root tests in the context of structural change using different selection lag length criteria. With T=100 T=100 , we find severe oversize problems when using some criteria, while other criteria produce an...

Persistent link: https://www.econbiz.de/10011654451

Model combinations through revised base rates

Petropoulos, Fotios; Spiliotis, Evangelos; … - In: International journal of forecasting 39 (2023) 3, pp. 1477-1492

Persistent link: https://www.econbiz.de/10014465296

Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem

Harris, David; Kew, Hsein; Taylor, Robert - In: Journal of econometrics 219 (2020) 2, pp. 354-388

Persistent link: https://www.econbiz.de/10012483394

Evaluating the performance of AIC and BIC for selecting spatial econometric models

Agiakloglou, Christos N.; Tsimpanos, Apostolos - 2023

Persistent link: https://www.econbiz.de/10013483295

Comparison of methods for constructing joint confidence bands for impulse response functions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798

Persistent link: https://www.econbiz.de/10011474568

Effects of idiosyncratic shocks on macroeconomic time series

Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461

Persistent link: https://www.econbiz.de/10012019377

Methods for measuring expectations and uncertainty in Markov-switching models

Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99

Persistent link: https://www.econbiz.de/10011591621

Permanent and transitory shocks in the presence of asymmetric error correction

Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648

Persistent link: https://www.econbiz.de/10010519640