Model selection criteria in multivariate models with multiple structural changes (Q738024): Difference between revisions

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Revision as of 08:40, 9 December 2024

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Model selection criteria in multivariate models with multiple structural changes
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    Model selection criteria in multivariate models with multiple structural changes (English)
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    12 August 2016
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    structural breaks
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    AIC
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    Mallows' \(C_p\)
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    BIC
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    information criteria
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