Modeling vector nonlinear time series using POLYMARS
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- Hendry, David F. & Martinez, Andrew B., 2017.
"Evaluating multi-step system forecasts with relatively few forecast-error observations,"
International Journal of Forecasting,
Elsevier, vol. 33(2), pages 359-372.
- David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
- Shafik, Nivien & Tutz, Gerhard, 2009. "Boosting nonlinear additive autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2453-2464, May.
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