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most citedTesting instantaneous causality in presence of non constant unconditional variance

3 citations · 7 across the 5 of their papers we have counts for

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stat.ME2012

Lag length identification for VAR models with non-constant variance

Hamdi RaÏssi

The identification of the lag length for vector autoregressive models by mean of Akaike Information Criterion (AIC), Partial Autoregressive and Correlation Matrices (PAM and PCM he…