Lag length and mean break in stationary VAR models
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Publication:4416014
DOI10.1111/1368-423X.00089zbMath1018.62069MaRDI QIDQ4416014
Publication date: 7 August 2003
Published in: The Econometrics Journal (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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