Pages that link to "Item:Q5292188"
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The following pages link to Optimal Lag Structure Selection in VEC-Models (Q5292188):
Displaying 5 items.
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- The convergence of estimators based on heuristics: theory and application to a GARCH model (Q964667) (← links)
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
