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~institution:"CESifo"
~institution:"Department of Economics, University of Victoria"
~subject:"vector autoregressive model"
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vector autoregressive model
Bayesian posterior odds
2
fuzzy clustering
2
fuzzy regression
2
model selection
2
ARMA model
1
Bayesian model selection
1
Forecasting
1
Model Selection
1
Real-time Data
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SETAR Model
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Vintage Data
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automated model selection
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cointegration
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component-wise boosting
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data snooping
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error correction model
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information criteria
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lag length selection
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large datasets
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macroeconomic forecasting
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model selection criteria
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model selection methods
1
no-arbitrage
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prices of risk
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recursive/sequential modelling
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sequential testing
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specification search
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term premium
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variable selection
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Giles, Judith A.
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Mirza, Sadaf
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CESifo
Department of Economics, University of Victoria
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Some Pretesting Issues on Testing for Granger Noncausality
Giles, Judith A.
;
Mirza, Sadaf
-
Department of Economics, University of Victoria
-
1999
to specific testing as well as by
model
selection
criteria. We find that the current practice of pretesting for …
Persistent link: https://www.econbiz.de/10005260596
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