COMPARISON OF PERFORMANCE AMONG INFORMATION CRITERIA IN VAR AND SEASONAL VAR MODELS
The aim of this paper is to show the effect of seasonality on the perfor-
Keywords:
VAR models Information criteria, Seasonality,
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- Yayın Aralığı: 6
- Başlangıç: 2002
- Yayıncı: Hacettepe Üniversitesi Fen Fakultesi