Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive Order Identification for VAR Models with Non Constant Variance |
scientific article |
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Autoregressive Order Identification for VAR Models with Non Constant Variance (English)
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5 January 2016
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AIC
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model selection
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partial autoregressive matrices
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time-varying unconditional variance
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VAR model
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