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Journal:  Journal of Economic Dynamics and Control

Results 1-2 of 2 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)Journal
12008An efficient branch-and-bound strategy for subset vector autoregressive model selectionGatu, Cristian ; Gilli, Manfred H. ; Kontoghiorghes, Erricos John Journal of Economic Dynamics and Control 
2May-2006Estimating all possible sur models with permuted exogenous data matrices derived from a var processGatu, Cristian ; Kontoghiorghes, Erricos John Journal of Economic Dynamics and Control