Econometric Model Determination
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Publication:4895047
DOI10.2307/2171845zbMath0899.62144OpenAlexW2116699268MaRDI QIDQ4895047
Publication date: 13 October 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/13fc6bf5e38f7d49c10f5ce9f3538033ec03bc67
reduced rank regressionorder selectionPICBayesian vector autoregressionevolving modelasymptotic predictive oddsvector embedding
Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84)
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