Buscar
Mostrando ítems 1-10 de 4139
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2010-09-13)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2010-03-29)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2009-02-05)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-01-27)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
The importance of common cyclical features in VAR analysis: a Monte-Carlo study
(Escola de Pós-Graduação em Economia da FGV, 2001-04-01)
Despite the commonly held belief that aggregate data display short-run comovement, there has been little discussion about the econometric consequences of this feature of the data. We use exhaustive Monte-Carlo simulations ...
Selection of Reverse Logistics activities using an ANP-BOCR model
(2016-08-01)
The Reverse Logistics (RL) activities are gaining importance in Brazilian companies. However, a relevant problem is to select RL activities using criteria of immediate and long-term effects for the organization. These ...
Selection of Reverse Logistics Activities Using an ANP-BOCR Model
(Ieee-inst Electrical Electronics Engineers Inc, 2016-08-01)
The Reverse Logistics (RL) activities are gaining importance in Brazilian companies. However, a relevant problem is to select RL activities using criteria of immediate and long-term effects for the organization. These ...
Chapter 2. The linear phenotypic selection index theory
(Springer, 2019)
Model selection using information criteria for hidden Markov principal components analysisSelección del modelo por criterios de información para análisis de componentes principales ocultas de markov
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
Chapter 5. Linear genomic selection indices
(Springer, 2019)