Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
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DOI: 10.1080/13504850500392974
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- Laing, Andrew R. & Nolan, James F., 2009. "Price Dynamics and Market Structure in Transportation: For-Hire Grain Trucking Along the Alberta- Saskatchewan Border," 50th Annual Transportation Research Forum, Portland, Oregon, March 16-18, 2009 207599, Transportation Research Forum.
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