An efficient branch-and-bound strategy for subset vector autoregressive model selection
- Cristian Gatu*
- , Erricos J. Kontoghiorghes
- , Manfred Gilli
- , Peter Winker
*Corresponding author for this work
- Justus-Liebig-University
- “Alexandru Ioan Cuza” University of Iaşi
- University of Cyprus
- University of London: Birkbeck College
- University of Geneva
- Swiss Finance Institute
Research output: Contribution to journal › Article › Scientific › peer-review
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