Two-step adaptive model selection for vector autoregressive processes
2013 ◽
Vol 116
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pp. 349-364
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2013 ◽
Vol 42
(13)
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pp. 2423-2436
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2010 ◽
Vol 80
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pp. 1705-1712
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2008 ◽
Vol 52
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pp. 3645-3657
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pp. 2693-2706
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Keyword(s):
2007 ◽
Vol 87
(12)
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pp. 3010-3020
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1999 ◽
Vol 91
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pp. 227-271
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