Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079)
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scientific article; zbMATH DE number 5529881
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| English | Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models |
scientific article; zbMATH DE number 5529881 |
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Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (English)
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17 March 2009
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Bayesian modeling
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information-theoretic model selection criteria and model selection
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threshold autoregressive models
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0.8945321
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0.8716298
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0.8698255
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0.86229134
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0.8608981
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0.8568331
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