Variable selection in generalized random coefficient autoregressive models
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-018-1680-4
Abstract: In this paper, we consider the variable selection problem of the generalized random coefficient autoregressive model (GRCA). Instead of parametric likelihood, we use non-parametric empirical likelihood in the information theoretic approach. We propose an empirical… read more here.
Keywords: coefficient autoregressive; generalized random; selection generalized; random coefficient ... See more keywords
Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model
Sign Up to like & getrecommendations! Published in 2018 at "Sustainability"
DOI: 10.3390/su10061691
Abstract: Forecasting inflation rate is one of the most important topics in finance and economics. In recent years, China has stepped into a “New Normal” stage of economic development, with a different state from the fast… read more here.
Keywords: coefficient autoregressive; forecasting inflation; model; functional coefficient ... See more keywords