Model Selection Criteria for Factor-Augmented Regressions
Year of publication: |
[2012]
|
---|---|
Authors: | Groen, Jan J. |
Other Persons: | Kapetanios, George (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (29 p) |
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Series: | FRB of New York Staff Report ; No. 363 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1345390 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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