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Best subset selection of autoregressive models withexogenous variables and generalized autoregressive conditional heteroscedasticity errors
So, Mike K.P.
;
Chen, Cathy W.S.
;
Liu, Feng-Chi
- In:
Journal of the Royal Statistical Society / C
55
(
2006
)
2
,
pp. 201-224
Persistent link: https://www.econbiz.de/10008222771
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