Vector autoregressive order selection and forecasting via the modified divergence information criterion
Panagiotis Mantalos; Kyriacos Mattheou; Alex Karagrigoriou
| Year of publication: |
2010
|
|---|---|
| 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 2550146X. - Vol. 1.2010, 3/4, p. 254-277
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009956306