Model selection criteria in multivariate models with multiple structural changes (Q738024): Difference between revisions
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Revision as of 00:51, 20 March 2024
scientific article
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English | Model selection criteria in multivariate models with multiple structural changes |
scientific article |
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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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