The Size of Dynamic Econometric Models

DOI10.2307/1911464MaRDI QIDQ3040885zbMATH OpenOpenAlexFDO

Authors Yves Balasko

Publication date 1984

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911464

zbMATH Keywords

dimension reductiondynamic econometric modelsmodel approximationperformance evaluation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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