Predictive Residual Sum of Squares: A Comparision of Criteria for Estimating Lag Order of an Autoregressive Process
| Authors: | Basci, Sidika ; Zaman, Asad |
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| Institutions: | Society for Computational Economics - SCE |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance, 1997 Number 48 |
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