Sir Clive W. J. Granger model selection

zbMATH Open1359.62066MaRDI QIDQ2971503FDOQ2971503

Authors Jennifer L. Castle

Publication date 5 April 2017

Full work available at URL http://www.ejpam.com/index.php/ejpam/article/view/2954

zbMATH Keywords

model selectionmodel averagingClive Grangerthick modelling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical ranking and selection procedures (62F07) Economic time series analysis (91B84)

Recommendations

• Sir Clive W. J. Granger's contributions to forecasting
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Cites work

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• The past and future of empirical finance: some personal comments

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Uses Software

• PcGets

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