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Focused Information Criterion for Locally Misspecified Vector Autoregressive Models

Authors :
Lohmeyer, J
Palm, FC
Reuvers, Hanno
Urbain, J-P
Lohmeyer, J
Palm, FC
Reuvers, Hanno
Urbain, J-P
Source :
Lohmeyer , J , Palm , FC , Reuvers , H & Urbain , J-P 2019 , ' Focused Information Criterion for Locally Misspecified Vector Autoregressive Models ' , Econometric Reviews , vol. 38 , no. 7 , pp. 763-792 .
Publication Year :
2019

Details

Database :
OAIster
Journal :
Lohmeyer , J , Palm , FC , Reuvers , H & Urbain , J-P 2019 , ' Focused Information Criterion for Locally Misspecified Vector Autoregressive Models ' , Econometric Reviews , vol. 38 , no. 7 , pp. 763-792 .
Notes :
application/pdf, und
Publication Type :
Electronic Resource
Accession number :
edsoai.on1313629210
Document Type :
Electronic Resource

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