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Article
Lag Length Estimation in Large Dimensional Systems
Journal of Time Series Analysis (2002)
  • Jesus Gonzalo, Universidad Carlos III de Madrid
  • Jean-Yves Pitarakis, University of Southampton
Disciplines
Publication Date
July, 2002
Citation Information
Jesus Gonzalo and Jean-Yves Pitarakis. "Lag Length Estimation in Large Dimensional Systems" Journal of Time Series Analysis Vol. 23 Iss. 4 (2002)
Available at: http://works.bepress.com/pitarakis/6/