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~isPartOf:"Essays in honor of Peter C. B. Phillips"
~person:"Carriero, Andrea"
~person:"Kapetanios, George"
~person:"Li, Yong"
~person:"Lucas, André"
~subject:"Bayes-Statistik"
~subject:"Frühindikator"
~subject:"Markov chain"
~subject:"Prognose"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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Essays in honor of Peter C. B. Phillips
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Deviance information criterion for comparing VAR models
Zeng, Tao
;
Li, Yong
;
Yu, Jun
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 615-637)
.
2014
Persistent link: https://www.econbiz.de/10010442832
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