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Vector autoregressive order selection and forecasting via the modified divergence information criterion
Mantalos, Panagiotis, Mattheou, Kyriacos, Karagrigoriou, AlexVolume:
1
Year:
2010
Language:
english
Journal:
International Journal of Computational Economics and Econometrics
DOI:
10.1504/ijcee.2010.037937
File:
PDF, 262 KB
english, 2010