Forecasting Performance of Information Criteria with Many Macro Series

DOI10.1080/0266476042000285495zbMath1121.62383OpenAlexW1991442633MaRDI QIDQ3591957

Clive W. J. Granger, Yongil Jeon

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0266476042000285495

zbMATH Keywords

information criterionAICBIClarge macro model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Evaluating Direct Multistep Forecasts ⋮ Dynamics of Model Overfitting Measured in terms of Autoregressive Roots

This page was built for publication: Forecasting Performance of Information Criteria with Many Macro Series