Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: Comment

Research output: Contribution to journal › Editorial › peer-review

Original language	English
Pages (from-to)	44-45
Number of pages	2
Journal	International Journal of Forecasting
Volume	28
Issue number	1
DOIs	https://doi.org/10.1016/j.ijforecast.2011.02.013
Publication status	Published - 2012

Keywords

@article{8766708537a94e86a689b42c3d5aa4ff,

title = "Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: Comment",

keywords = "BAYESIAN VECTOR AUTOREGRESSIONS, RESTRICTED MAXIMUM-LIKELIHOOD, BIAS REDUCTION, TIME-SERIES",

author = "Rodrigues, {Paulo M. M.}",

year = "2012",

doi = "10.1016/j.ijforecast.2011.02.013",

language = "English",

volume = "28",

pages = "44--45",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Improved forecasting of autoregressive series by weighted least squares approximate REML estimation

T2 - Comment

AU - Rodrigues, Paulo M. M.

PY - 2012

Y1 - 2012

KW - BAYESIAN VECTOR AUTOREGRESSIONS

KW - RESTRICTED MAXIMUM-LIKELIHOOD

KW - BIAS REDUCTION

KW - TIME-SERIES

U2 - 10.1016/j.ijforecast.2011.02.013

DO - 10.1016/j.ijforecast.2011.02.013

M3 - Editorial

VL - 28

SP - 44

EP - 45

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 1

ER -