The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
type: Item
instance of: scholarly article
title: The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
zbMATH Open document ID: 1043.62111
DOI: 10.1016/S0304-4076(02)00117-3
author: Farshid Vahid
author: João Victor Issler
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1869198
zbMATH Keywords: reduced rank models
zbMATH Keywords: model selection criteria
zbMATH Keywords: forecasting
zbMATH Keywords: variance decomposition
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00117-3
OpenAlex ID: W2024925144
description: scientific article; zbMATH DE number 1869198