Pages that link to "Item:Q551641"
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The following pages link to Order selection criteria for vector autoregressive models (Q551641):
Displaying 15 items.
- VAR forecasting under misspecification (Q265016) (← links)
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis (Q428187) (← links)
- Estimating the orders of weak multivariate ARMA models (Q550426) (← links)
- New autoregressive (AR) order selection criteria based on the prediction error estimation (Q635064) (← links)
- Statistical optimality and canonical variate analysis system identification (Q671458) (← links)
- The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
- A note on a Bayesian order determination procedure for vectorautoregressive processes (Q1383247) (← links)
- Prior selection for panel vector autoregressions (Q1659064) (← links)
- A IV based criterion for model order selection (Q1923083) (← links)
- Selection of weak VARMA models by modified Akaike's information criteria (Q2930907) (← links)
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (Q3333928) (← links)
- (Q4730644) (← links)
- On the covariance matrix estimators of the white noise process of a vector autoregressive model (Q4843724) (← links)
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
- (Q5326961) (← links)
