Forecasting with a parsimonious subset VAR model
Chongcheul Cheong; Hyunchul Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Cheong, Chongcheul ; Lee, Hyunchul |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 2, p. 167-170
|
| Subject: | Prediction error | Unit tt-value criterion | Model selection | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Modellierung | Scientific modelling |
| 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/10010505427