Model Selection in a System of Simultaneous Equations Model

DOI10.1080/03610920903353717zbMath1208.62139OpenAlexW2088783871MaRDI QIDQ3083788

Vichit Lorchirachoonkul, Warangkhana Keerativibool, Jirawan Jitthavech

Publication date: 23 March 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903353717

zbMATH Keywords

variable selectionAIC (SAIC)second-order autocorrelation correction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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