Journal article

On Multivariate Time Series Model Selection Involving Many Candidate VAR Models

Xindong Zhao, Guoqi Qian

EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS | NEW YORK BUSINESS GLOBAL LLC | Published : 2014

University of Melbourne Researchers

Grants

Awarded by National Natural Science Foundation of China (NSFC)

Funding Acknowledgements

The project underlying this paper is supported by the International Cooperation and Exchange Program of National Natural Science Foundation of China (NSFC) (Grant No. 71301070002).

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Keywords

Multivariate Time Series Model Selection
Mathematics
Vector Autoregressive (var) Models
Regression
Gibbs Sampler
Physical Sciences
Science & Technology