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Évaluation de critères d’information pour les modèles de séries chronologiques

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  • Galbraith, John W.

    (Department of Economics)

  • Zinde-Walsh, Victoria

    (Department of Economics)

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  • Galbraith, John W. & Zinde-Walsh, Victoria, 2004. "Évaluation de critères d’information pour les modèles de séries chronologiques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 207-227, Juin-Sept.
  • Handle: RePEc:ris:actuec:v:80:y:2004:i:2:p:207-227
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    References listed on IDEAS

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    1. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.
    2. Geweke, John & Meese, Richard, 1981. "Estimating regression models of finite but unknown order," Journal of Econometrics, Elsevier, vol. 16(1), pages 162-162, May.
    3. Zinde-Walsh, Victoria, 1990. "The consequences of misspecification in time series processes," Economics Letters, Elsevier, vol. 32(3), pages 237-241, March.
    4. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.
    5. Gilles Ducharme, 1997. "Consistent selection of the actual model in regression analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(5), pages 549-558.
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