Showing 1 - 10 of 13,561
Persistent link: https://www.econbiz.de/10003327665
Persistent link: https://www.econbiz.de/10012010655
In this chapter, a vector subset autoregressive process is fitted using a block modified Choleski decomposition method and a leaps-and-bounds algorithm to attain the best subset autoregression for each size (number of non-zero coefficient matrices). Model selection criteria are then employed to...
Persistent link: https://www.econbiz.de/10014097745
Persistent link: https://www.econbiz.de/10014445033
Persistent link: https://www.econbiz.de/10000001797
Persistent link: https://www.econbiz.de/10000882451
Persistent link: https://www.econbiz.de/10000882996
Persistent link: https://www.econbiz.de/10000883620
Persistent link: https://www.econbiz.de/10000883780
Persistent link: https://www.econbiz.de/10000883963