Lag length and mean break in stationary VAR models (Q4416014)
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scientific article; zbMATH DE number 1961109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lag length and mean break in stationary VAR models |
scientific article; zbMATH DE number 1961109 |
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Lag length and mean break in stationary VAR models (English)
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7 August 2003
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information criteria
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consistency
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time series
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tables
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stationary vector autoregression model
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