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Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models

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References

1980Macroeconomics and Reality12,826 cited
1969Fitting autoregressive models for prediction2,483 cited
1993Introduction to Multiple Time Series Analysis1,926 cited
2003A new method to choose optimal lag order in stable and unstable VAR models247 cited
2003Multivariate tests for autocorrelation in the stable and unstable VAR models92 cited

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