Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999)
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scientific article; zbMATH DE number 6616658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
scientific article; zbMATH DE number 6616658 |
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (English)
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12 August 2016
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reduced rank models
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model selection criteria
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forecasting accuracy
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