Focused information criterion for locally misspecified vector autoregressive models (Q5860943)
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scientific article; zbMATH DE number 7484477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Focused information criterion for locally misspecified vector autoregressive models |
scientific article; zbMATH DE number 7484477 |
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Focused information criterion for locally misspecified vector autoregressive models (English)
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4 March 2022
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focused information criteria
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frequentist model averaging
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impulse responses
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local misspecification
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model selection
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model uncertainty
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vector autoregressive models
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