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GRADUATE STUDENTS’ SEMINARS Duncan MacDonald The Consistency of the Extended Bayesian Information Criterion of AR (p) Models With a large number of lags to choose from the BIC criterion has been shown to tend to select
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Document Date: 2009-04-24 11:41:05
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GRADUATE STUDENTS’ SEMINARS Duncan MacDonald The Consistency of the Extended Bayesian Information Criterion of AR (p) Models With a large number of lags to choose from the BIC criterion has been shown to tend to select