Feasible cross-validatory model selection for general stationary processes
Jeff Racine
| Year of publication: |
1997
|
|---|---|
| Authors: | Racine, Jeffrey |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 12.1997, 2, p. 169-179
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory | G7-Staaten | G7 countries |
| Extent: | Graph. Darst |
|---|---|
| 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/10001218279