Pages that link to "Item:Q5467628"
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The following pages link to Lag length estimation in large dimensional systems (Q5467628):
Displayed 6 items.
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- (Q5148950) (← links)