Subset Selection for VAR Processes: a Comparison of Various Penalised Regression Techniques

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Keywords	vector autoregressive processes, penalised regression, model selection
Thesis Advisor	Schnucker, A.M.
Persistent URL	hdl.handle.net/2105/53422
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Schaaf, G.J. van der (Gerben). (2020, November 13). Subset Selection for VAR Processes: a Comparison of Various Penalised Regression Techniques. Econometrie. Retrieved from http://hdl.handle.net/2105/53422

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