An efficient branch-and-bound strategy for subset vector autoregressive model selection
| Year of publication: |
2008
|
|---|---|
| Authors: | Gatu, Cristian ; Kontoghiorghes, Erricos J. ; Gilli, Manfred ; Winker, Peter |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 32.2008, 6, p. 1949-1964
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