Model selection for regression with heteroskedastic and autocorrelated errors (Q2444339)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6281905
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Model selection for regression with heteroskedastic and autocorrelated errors |
scientific article; zbMATH DE number 6281905 |
Statements
Model selection for regression with heteroskedastic and autocorrelated errors (English)
0 references
9 April 2014
0 references
information criterion
0 references
model selection
0 references
selection consistency
0 references
0.9244503
0 references
0.9203456
0 references
0 references
0.88969964
0 references
0 references
0.8854701
0 references
0 references
