Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (Q3411050): Difference between revisions
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Revision as of 11:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of Model Overfitting Measured in terms of Autoregressive Roots |
scientific article |
Statements
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (English)
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8 December 2006
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Akaike information criterion
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Bayesian information criterion
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unit root
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multivariate autoregressive model
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macroeconomic time series
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