Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
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Volume (Year): 59 (2007)
Issue (Month): 4 (December)
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References listed on IDEAS
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- Poskitt, Don S, 2000. "Strongly Consistent Determination of Cointegrating Rank via Canonical Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 77-90, January.
- Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.