Reference health
Multistep Forecast Selection for Panel Data
46/46 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 46 checked references that resolve
resolves10.1111/1468-0262.00441
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
resolves10.2307/2297968
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
resolves10.1016/0304-4076(94)01642-d
Another look at the instrumental variable estimation of error-components models
resolves10.1002/for.3980110605
Prediction in the one‐way error component model with serial correlation
resolves10.1007/bf00050857
Asymptotically efficient autoregressive model selection for multistep prediction
resolves10.1016/j.laa.2014.05.017
Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
resolves10.1111/j.1368-423x.2010.00330.x
Weak and strong cross‐section dependence and estimation of large panels
resolves10.1002/jae.2623
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
resolves10.1111/j.1467-9892.1984.tb00388.x
ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
resolves10.1006/jmva.2001.2063
AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models
resolves10.1017/s0266466618000294
ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
resolves10.1016/j.jue.2016.08.001
Worker migration or job creation? Persistent shocks and regional recoveries
resolves10.1111/1468-0262.00344
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
resolves10.1017/s0266466611000028
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
resolves10.1017/s0266466609090707
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE
resolves10.1214/009053606000001550
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
resolves10.1016/s0047-259x(02)00029-5
On same-realization prediction in an infinite-order autoregressive process
resolves10.1214/009053605000000525
Order selection for same-realization predictions in autoregressive processes
resolves10.1016/0304-4076(94)01643-e
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
resolves10.1016/j.jeconom.2012.01.009
Bias in dynamic panel models under time series misspecification
resolves10.1002/9781118445785.ch9
When Are Pooled Panel‐Data Regression Forecasts of Exchange Rates More Accurate than the Time‐Series Regression Forecasts?
resolves10.1016/j.jeconom.2006.03.009
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
resolves10.1214/aos/1176344897
Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process
resolves10.1017/s0266466607070016
PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
The 4 references without a DOI — listed, not checked
no DOI — not checkedDirect autoregressive predictors for multistep prediction: order selection and performance relative to plug-in predictors
no DOI — not checkedref13
no DOI — not checkedOn the use of multiple models for multi-period forecasting
no DOI — not checkedMoment bounds for deriving time series CLT's and model selection procedures
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