Finite Sample Properties of Several Predictors From an Autoregressive Model
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- Kim, Jae H., 2003. "Forecasting autoregressive time series with bias-corrected parameter estimators," International Journal of Forecasting, Elsevier, vol. 19(3), pages 493-502.
- Carlos A. Medel & Pablo M. Pincheira, 2016.
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- Gonçalves Mazzeu, Joao Henrique & Ruiz, Esther & Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
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