Forecasting with a parsimonious subset VAR model (Q2345142)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting with a parsimonious subset VAR model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with a parsimonious subset VAR model |
scientific article |
Statements
Forecasting with a parsimonious subset VAR model (English)
0 references
19 May 2015
0 references
prediction error
0 references
unit \(t\)-value criterion
0 references
model selection
0 references
