Econometric model determination

Econometrica

Volumn 64, Issue 4, 1996, Pages 763-812

  Phillips, Peter C B ^a  

^a NONE

Author keywords

Asymptotic predictive odds; Bayesian vector autoregression; Evolving model; Order selection; PIC; Reduced rank regression; Vector embedding

Indexed keywords

AUTOREGRESSION; ECONOMETRIC MODEL; FORECAST MODEL; MARTINGALE; PREDICTION; TIME SERIES;

STATISTICAL METHODS;

EID: 0030374073     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171845     Document Type: Article

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