Variable selection in generalized random coefficient autoregressive models

Variable selection in generalized random coefficient autoregressive models

Abstract In this paper, we consider the variable selection problem of the generalized random coefficient autoregressive model (GRCA). Instead of parametric likelihood, we use non-parametric empirical likelihood in the information theoretic approach. We propose an empirical likelihood-based Akaike in...

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Bibliographic Details
Main Authors: Zhiwen Zhao, Yangping Liu, Cuixin Peng
Format: Article
Language:English
Published: SpringerOpen 2018-04-01
Series:Journal of Inequalities and Applications
Subjects:
Empirical likelihood
Akaike information criterion
Bayesian information criterion
Generalized random coefficient autoregressive model
Variable selection
Online Access:http://link.springer.com/article/10.1186/s13660-018-1680-4

Internet

http://link.springer.com/article/10.1186/s13660-018-1680-4

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