Leave‐K‐Out Diagnostics In State‐Space Models
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DOI: 10.1111/1467-9892.00304
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- Proietti, Tommaso, 2000. "Leave-k-out diagnostics in state space models," SFB 373 Discussion Papers 2000,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
References listed on IDEAS
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- Tommaso Proietti, 2005.
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- Tommaso Proietti, 2004. "Forecasting and Signal Extraction with Misspecified Models," Econometrics 0401002, University Library of Munich, Germany.
- Palma, Wilfredo & Bondon, Pascal & Tapia, José, 2008. "Assessing influence in Gaussian long-memory models," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4487-4501, May.
- Proietti, Tommaso, 2003. "Forecasting the US unemployment rate," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 451-476, March.
- Proietti, Tommaso, 2007. "Signal extraction and filtering by linear semiparametric methods," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 935-958, October.
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