A corrected Akaike information criterion for vector autoregressive model selection

Hurvich, Clifford M., Tsai, Chih-Ling . Journal of Time Series Analysis 1993. 14 (3) :271-279

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Bibtex

@article{CIS-114262,
  Author = {Hurvich, Clifford M. and Tsai, Chih-Ling},
  Title = {A corrected Akaike information criterion for vector autoregressive model selection},
  Journal = {Journal of Time Series Analysis},
  Volume = {14},
  Number = {3},
  Year = {1993},
  Pages = {271--279},
  Keywords = {}
}

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