Model Selection in Threshold Models
Year of publication: |
1999-01
|
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Authors: | Kapetanios, G. |
Institutions: | Faculty of Economics, University of Cambridge |
Subject: | Nonlinearity | Model selection | Information criteria | Threshold models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C44 - Statistical Decision Theory; Operations Research ; C52 - Model Evaluation and Testing |
Source: |
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Kaufmann, Hendrik, (2012)
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Kaufmann, Hendrik, (2012)
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Information criteria for nonlinear time series models
Rinke, Saskia, (2015)
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Exponent of Cross-sectional Dependence: Estimation and Inference
Bailey, N., (2012)
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Kapetanios, G., (2005)
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Kapetanios, G., (2003)
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