A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (Q5285834)
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scientific article; zbMATH DE number 222967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION |
scientific article; zbMATH DE number 222967 |
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A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (English)
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29 June 1993
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order selection
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Monte Carlo results
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small-sample criterion
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vector autoregressive models
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approximately unbiased estimator
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expected Kullback-Leibler information
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Akaike information criterion
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