Specification via model selection in vector error correction models (Q1274716)
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scientific article; zbMATH DE number 1238575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification via model selection in vector error correction models |
scientific article; zbMATH DE number 1238575 |
Statements
Specification via model selection in vector error correction models (English)
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12 January 1999
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VAR
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model selection
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misspecification
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0.89136755
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0.8732624
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0.8704182
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0.86613584
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0.86568826
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0.8630851
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0.8602178
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0.85885024
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