Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458)
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scientific article; zbMATH DE number 1326285
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| English | Model selection in partially nonstationary vector autoregressive processes with reduced rank structure |
scientific article; zbMATH DE number 1326285 |
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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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0.8929067
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0.89185995
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0.88713765
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0.8826601
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0.8801051
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0.8785613
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