Model selection criteria in multivariate models with multiple structural changes (Q738024)
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scientific article; zbMATH DE number 6616775
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| English | Model selection criteria in multivariate models with multiple structural changes |
scientific article; zbMATH DE number 6616775 |
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Model selection criteria in multivariate models with multiple structural changes (English)
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12 August 2016
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structural breaks
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AIC
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Mallows' \(C_p\)
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BIC
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information criteria
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