Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458): Difference between revisions

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Latest revision as of 10:31, 30 July 2024

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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
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    Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (English)
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    1999
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    Cointegrating rank
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    Information criterion
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    Order selection
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    PIC
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    Reduced rank regression
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    Vector autoregression
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