Information criteria for nonlinear time series models
Year of publication: |
2015
|
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Authors: | Rinke, Saskia ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Information Criteria | Nonlinear Time Series | Threshold Models | Monte Carlo |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 821921320 [GVK] hdl:10419/117710 [Handle] RePEc:han:dpaper:dp-548 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
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Information criteria for nonlinear time series models
Rinke, Saskia, (2015)
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Information Criteria for Nonlinear Time Series Models
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