Econometric Model Determination (Q4895047)

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scientific article; zbMATH DE number 934141
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Econometric Model Determination
scientific article; zbMATH DE number 934141

    Statements

    Econometric Model Determination (English)
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    13 October 1996
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    asymptotic predictive odds
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    Bayesian vector autoregression
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    evolving model
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    order selection
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    PIC
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    reduced rank regression
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    vector embedding
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