Standard
The Selection of ARIMA Models with or without Regressors. / Johansen, Søren; Riani, Marco ; Atkinson, Anthony C. .
Kbh. : Økonomisk institut, Københavns Universitet, 2012.
Publikation: Working paper › Forskning
Harvard
APA
Johansen, S., Riani, M., & Atkinson, A. C. (2012).
The Selection of ARIMA Models with or without Regressors. Økonomisk institut, Københavns Universitet. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Bind 12 Nr. 17
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2175553
Vancouver
Johansen S, Riani M, Atkinson AC. The Selection of ARIMA Models with or without Regressors. Kbh.: Økonomisk institut, Københavns Universitet. 2012.
Author
Johansen, Søren ; Riani, Marco ; Atkinson, Anthony C. . / The Selection of ARIMA Models with or without Regressors. Kbh. : Økonomisk institut, Københavns Universitet, 2012. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17, Bind 12).
Bibtex
@techreport{f6ba75ef3d8f435db348f655020112ab,
title = "The Selection of ARIMA Models with or without Regressors",
keywords = "Faculty of Social Sciences, AIC, ARMA models, bias correction, BIC, Cp plot, generalized RIC, Kalman filter, Kullback-Leibler distance, state-space formulation ",
author = "S{\o}ren Johansen and Marco Riani and Atkinson, {Anthony C.}",
note = "JEL Classification: C22 ",
year = "2012",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "17",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",
}
RIS
TY - UNPB
T1 - The Selection of ARIMA Models with or without Regressors
AU - Johansen, Søren
AU - Riani, Marco
AU - Atkinson, Anthony C.
N1 - JEL Classification: C22
PY - 2012
Y1 - 2012
KW - Faculty of Social Sciences
KW - AIC
KW - ARMA models
KW - bias correction
KW - BIC
KW - Cp plot
KW - generalized RIC
KW - Kalman filter
KW - Kullback-Leibler distance
KW - state-space formulation
M3 - Working paper
T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)
BT - The Selection of ARIMA Models with or without Regressors
PB - Økonomisk institut, Københavns Universitet
CY - Kbh.
ER -
