Specification via model selection in vector error correction models (Q1274716): Difference between revisions

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+Fitting autoregressive models for prediction
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+A new look at the statistical model identification
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+Lag length estimation in large dimensional systems
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+Q4195812
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Q4001588
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+Comparisons of tests for multivariate cointegration
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+Estimating the dimension of a model
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+On the Distributional Properties of Model Selection Criteria
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