Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
type: Item
instance of: scholarly article
title: Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
zbMATH Open document ID: 1041.62516
DOI: 10.1016/S0304-4076(98)00077-3
author: John C. Chao
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1326285
zbMATH Keywords: Cointegrating rank
zbMATH Keywords: Information criterion
zbMATH Keywords: Order selection
zbMATH Keywords: PIC
zbMATH Keywords: Reduced rank regression
zbMATH Keywords: Vector autoregression
MaRDI profile type: Publication
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full work available at URL: s0304-4076(98)00077-3
OpenAlex ID: W2169246903
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description: scientific article; zbMATH DE number 1326285