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~institution:"Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Theory"
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Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf
;
Krolzig, Hans-Martin
;
Lütkepohl, Helmut
-
2002
vector autoregressive (VAR)
modeling
framework. The focus is on a comparison of subset
modeling
strategies with the general …
Persistent link: https://www.econbiz.de/10009627281
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2
Asymptotic properties of model selection procedures in linear regression
Droge, Bernd
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919491
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