Vector autoregressive order selection and forecasting via the modified divergence information criterion
Panagiotis Mantalos; Kyriacos Mattheou; Alex Karagrigoriou
| Year of publication: |
2010
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|---|---|
| Authors: | Mantalos, Panagiotis ; Mattheou, Kyriacos ; Karagrigoriou, Alex |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 1.2010, 3/4, p. 254-277
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| Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| 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/10008933204