The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956)
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scientific article; zbMATH DE number 1869198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The importance of common cyclical features in VAR analysis: A Monte-Carlo study. |
scientific article; zbMATH DE number 1869198 |
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The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (English)
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17 February 2003
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reduced rank models
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model selection criteria
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forecasting
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variance decomposition
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