Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Nezir Kose and Nuri Ucar
| Year of publication: |
2006
|
|---|---|
| Authors: | Köse, Nezir ; Ucar, Nuri |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 13.2006, 4 (15.3.), p. 223-228
|
| Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003382400