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

Year of publication

2008

Authors

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

Organizations and authors

VTT Technical Research Centre of Finland Ltd

Gatu Cristian

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Journal of Economic Dynamics and Control

Volume

32

Issue

6

Pages

1949-1963

ISSN

0165-1889

​Publication forum

60177

​Publication forum level

2

Open access

Open access in the publisher’s service

No

Self-archived

No

Other information

Keywords

[object Object],[object Object],[object Object]

Language

English

International co-publication

Yes

Co-publication with a company

No

DOI

10.1016/j.jedc.2007.08.001

The publication is included in the Ministry of Education and Culture’s Publication data collection

No