Model Selection Criteria in Multivariate Models with Multiple Structural Changes
Year of publication: |
2010-06
|
---|---|
Authors: | Kurozumi, Eiji ; Tuvaandorj, Purevdorj |
Institutions: | Institute of Economic Research, Hitotsubashi University |
Subject: | structural breaks | AIC | Mallows' Cp | BIC | information criteria |
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