An efficient branch-and-bound strategy for subset vector autoregressive model selection-Reference-Cited by-同舟云学术

An efficient branch-and-bound strategy for subset vector autoregressive model selection

Published:2008-06 Issue:6 Volume:32 Page:1949-1963
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Gatu Cristian,Kontoghiorghes Erricos J.,Gilli Manfred,Winker Peter

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

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