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Comparison of model reduction methods for VAR processes

Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut - 2002

The objective of this study is to compare alternative computerized model-selection strategies in the context of the vector autoregressive (VAR) modeling framework. The focus is on a comparison of subset modeling strategies with the general-to-specific reduction approach automated by PcGets....

Persistent link: https://www.econbiz.de/10009627281

Comparison of model reduction: methods for VAR processes

Brüggemann, Ralf (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001725637

Comparison of model reduction methods for VAR processes

Brüggemann, Ralf (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752419

Comparison of model reduction methods for VAR processes

Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut - 2002

Persistent link: https://www.econbiz.de/10001730379

DPLS in XploRe : a PLS approach to dynamic path models

Strohe, Hans Gerhard; Härdle, Wolfgang; Geppert, Frank - 1999

Persistent link: https://www.econbiz.de/10001424976

XploRe - application guide

Härdle, Wolfgang (contributor); Hlávka, Zděnk (contributor) - 2000

This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case … XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis …. Windows 95/98/NT with Intel Pentium processor 32 MB RAM 90 MB for the maximum installation of XploRe. The installation files …