Deviance information criterion for comparing VAR models
Tao Zeng, Yong Li and Jun Yu
| Year of publication: |
2014
|
|---|---|
| Authors: | Zeng, Tao ; Li, Yong ; Yu, Jun |
| Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 615-637
|
| Subject: | Theorie | Theory | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442832