Variance Estimates and Model Selection
| Year of publication: |
1998
|
|---|---|
| Authors: | Baþçý, Sýdýka ; Zaman, Asad |
| Institutions: | İktisat Bölümü, Bilkent Üniversitesi |
| Subject: | Autoregressive process | lag order determination | model selection criteria | cross-validation | forecasting |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005344684