Forecast mean squared error reductionin the VAR(1) process (Q5123431)
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scientific article; zbMATH DE number 7252221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecast mean squared error reductionin the VAR(1) process |
scientific article; zbMATH DE number 7252221 |
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Forecast mean squared error reductionin the VAR(1) process (English)
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28 September 2020
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VAR models
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prediction error
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pre-test
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linear hypothesis
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selection criteria
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