Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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