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Latest revision as of 16:02, 4 April 2025

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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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