NDLI: ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS

Content Provider	Scilit
Author	Paulsen, Jostein
Copyright Year	1984
Description	Journal: Journal of Time Series Analysis
Related Links	https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9892.1984.tb00381.x
Ending Page	127
Page Count	13
Starting Page	115
ISSN	01439782
e-ISSN	14679892
DOI	10.1111/j.1467-9892.1984.tb00381.x
Journal	Journal of Time Series Analysis
Issue Number	2
Volume Number	5
Language	English
Publisher	Wiley-Blackwell
Publisher Date	1984-03-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Time Series Analysis Hardware and Architecturee Autoregressive Time Series Order Determination Weakly Consistent
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Statistics and Probability Statistics, Probability and Uncertainty

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ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS