Variance Estimates and Model Selection
Year of publication: |
1998
|
---|---|
Authors: | Baþçý, Sýdýka ; Zaman, Asad |
Institutions: | İktisat Bölümü, Bilkent Üniversitesi |
Subject: | Autoregressive process | lag order determination | model selection criteria | cross-validation | forecasting |
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