Model Selection for Unit-root Time Series with Many Predictors
碩士 === 國立臺灣大學 === 經濟學研究所 === 105 === Model selection for the autoregressive models with exogenous inputs (ARX models) is studied in this paper. In particular, we consider the situation where the series is possibly non-stationary and a large number of predictors (even larger than the sample size) is...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/472y9a |