Model selection criteria in multivariate models with multiple structural changes (Q738024)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Model selection criteria in multivariate models with multiple structural changes
scientific article

    Statements

    Model selection criteria in multivariate models with multiple structural changes (English)
    0 references
    0 references
    0 references
    12 August 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    structural breaks
    0 references
    AIC
    0 references
    Mallows' \(C_p\)
    0 references
    BIC
    0 references
    information criteria
    0 references
    0 references