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Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jacobs, Jan; Otter, Pieter W. - In: Econometric reviews 27 (2008) 4/6, pp. 385-397
Persistent link: https://www.econbiz.de/10003761299
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Prediction theory for autoregressive-moving average processes
Burridge, Peter - In: Econometric reviews 7 (1988) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10001054260
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The sensitivity of chi-squared goodness-of-fit tests of the partitioning of data
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: Econometric reviews 23 (2004) 4, pp. 341-370
Persistent link: https://www.econbiz.de/10002514233
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The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. - In: Econometric reviews 23 (2004) 4, pp. 341-370
Persistent link: https://www.econbiz.de/10006878527
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Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
Jacobs, Jan; Otter, Pieter - In: Econometric reviews 27 (2008) 4-6, pp. 385-397
Persistent link: https://www.econbiz.de/10008066657