Model selection in time series analysis : using information criteria as an alternative to hypothesis testing
Year of publication: |
2022
|
---|---|
Authors: | Hacker, R. Scott ; Hatemi-J, Abdulnasser |
Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 49.2022, 6, p. 1055-1075
|
Subject: | Information criterion | Model selection | Time series | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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