Forecasting with a parsimonious subset VAR model (Q2345142)
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scientific article; zbMATH DE number 6436814
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| English | Forecasting with a parsimonious subset VAR model |
scientific article; zbMATH DE number 6436814 |
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Forecasting with a parsimonious subset VAR model (English)
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19 May 2015
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prediction error
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unit \(t\)-value criterion
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model selection
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0.8107181787490845
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0.7904819846153259
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0.7765994668006897
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0.7735069394111633
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0.7731741070747375
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