Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (Q3411050)
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scientific article; zbMATH DE number 5079150
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| English | Dynamics of Model Overfitting Measured in terms of Autoregressive Roots |
scientific article; zbMATH DE number 5079150 |
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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0.7806246876716614
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0.7460753917694092
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0.7460751533508301
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0.7430337071418762
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