Artikel
Generalized empirical likelihood-based focused information criterion and model averaging
- Language
-
Englisch
- Bibliographic citation
-
Journal: Econometrics; ISSN: 2225-1146; Volume: 1; Year: 2013; Issue: 2; Pages: 141-156
Subject (what)
Wirtschaft
model selection
model averaging
focused information criterion
generalized empirical likelihood
model selection
model averaging
focused information criterion
generalized empirical likelihood
Contributor
Sueishi, Naoya
Basel: MDPI
Basel: MDPI
Published
Basel: MDPI
- Rights
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Last update
-
18.10.2021, 8:57 AM CEST
Object type
- Artikel
Associated
- Sueishi, Naoya
- Basel: MDPI
Time of origin
- Basel: MDPI
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Selection criteria in regime switching conditional volatility models
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Maximum likelihood estimation of the I(2) model under linear restrictions
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A pitfall in using the characterization of Granger non-gausality in vector autoregressive models
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