A Note on the Selection of Time Series Models
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References listed on IDEAS
- Geweke, John & Meese, Richard, 1981.
"Estimating regression models of finite but unknown order,"
Journal of Econometrics,
Elsevier, pages 162-162.
- Geweke, John F & Meese, Richard, 1981. "Estimating Regression Models of Finite but Unknown Order," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(1), pages 55-70, February.
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KeywordsInformation Criteria; AIC; BIC; lag length selection;
- F30 - International Economics - - International Finance - - - General
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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