Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data
| Year of publication: |
2011
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|---|---|
| Authors: | Herwartz, Helmut |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 95.2011, 2, p. 147-168
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| Publisher: |
Springer |
| Subject: | Model selection | Specification testing | Lagrange multiplier tests | Forecasting |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149512