Focused Information Criterion for Locally Misspecified Vector Autoregressive Models

J Lohmeyer, FC Palm, Hanno Reuvers, J-P Urbain

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)
1 Downloads (Pure)
Original languageUndefined/Unknown
Pages (from-to)763-792
Number of pages30
JournalEconometric Reviews
Volume38
Issue number7
DOIs
Publication statusPublished - 2019

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