IDEAS home Printed from https://ideas.repec.org/a/bla/jtsera/v9y1988i3p241-245.html
   My bibliography  Save this article

A Note On Aic Order Determination For Multivariate Autoregressions

Author

Listed:
  • B. G. Quinn

Abstract

. Formulae are obtained for the limiting probability of overestimating the order of a multivariate autoregression when using AIC‐type procedures.

Suggested Citation

  • B. G. Quinn, 1988. "A Note On Aic Order Determination For Multivariate Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(3), pages 241-245, May.
    • Handle: RePEc:bla:jtsera:v:9:y:1988:i:3:p:241-245
    DOI: 10.1111/j.1467-9892.1988.tb00468.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9892.1988.tb00468.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9892.1988.tb00468.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ashis Kumar Pradhan & Gourishankar S Hiremath, 2020. "Do external commercial borrowings and financial development affect exports?," Cogent Business & Management, Taylor & Francis Journals, vol. 7(1), pages 1796269-179, January.
    2. Kilian, Lutz & Ivanov, Ventzislav, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
    3. Ahsan Abbas & Eatzaz Ahmed & Fazal Husain, 2019. "Political and Economic Uncertainty and Investment Behaviour in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 58(3), pages 307-331.
    4. Gerard Tchouassi & Ngwen Ngangue, 2017. "Macroeconomic and Financial Shocks in African Franc Zone: Exploring the Nexus with Vector Autoregression," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(1), pages 145-161, January.
    5. Andrew J. Grant & Barry G. Quinn, 2017. "Parametric Spectral Discrimination," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 838-864, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jtsera:v:9:y:1988:i:3:p:241-245. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0143-9782 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.