The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes (Q4243922)
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scientific article; zbMATH DE number 1289889
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| English | The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes |
scientific article; zbMATH DE number 1289889 |
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The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes (English)
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29 June 1999
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autoregressions
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order determination criteria
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parameter constraints
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Granger causality
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0.8295851349830627
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0.7856164574623108
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0.778372585773468
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