Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models |
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Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (English)
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17 March 2009
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Bayesian modeling
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information-theoretic model selection criteria and model selection
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threshold autoregressive models
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