Forecasting with a parsimonious subset VAR model (Q2345142)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with a parsimonious subset VAR model |
scientific article |
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Forecasting with a parsimonious subset VAR model (English)
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19 May 2015
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prediction error
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unit \(t\)-value criterion
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model selection
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