Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models
| Year of publication: |
2008
|
|---|---|
| Authors: | Kwon, Yongjae ; Bozdogan, Hamparsum ; Bensmail, Halima |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2008, 1 (18.11.), p. 83-102
|