Author： Kose Nezir Ucar Nuri
Publisher： Routledge Ltd
ISSN： 1466-4291
Source： Applied Economics Letters, Vol.13, Iss.4, 2006-03, pp. : 223-228
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models
By Kwon Yongjae
Econometric Reviews, Vol. 28, Iss. 1-3, 2009-01 ,pp. :
Access to resources
Recommend
Effects of skewness and kurtosis on model selection criteria
Economics Letters, Vol. 59, Iss. 1, 1998-04 ,pp. :
Information-rich expressions for model selection criteria
By Fox Kevin J.
Applied Economics Letters, Vol. 7, Iss. 1, 2000-01 ,pp. :
Dealing with an error correction model when trade balances are trend-stationary
Applied Economics Letters, Vol. 21, Iss. 13, 2014-09 ,pp. :