Choosing Lag Lengths in Nonlinear Dynamic Models
Year of publication: |
2002-12
|
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Authors: | Anderson, Heather M. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Nonlinear time series models | Neural networks | Model selection criteria | Polynomial approximations | Volterra expansions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 21/02 34 pages |
Classification: | C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C51 - Model Construction and Estimation |
Source: |
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