Advances and Applications in Statistics
Volume 17, Issue 2, Pages 127 - 142
(August 2010)
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ESTIMATION OF LAG LENGTH IN DISTRIBUTED LAG MODELS: A COMPARATIVE STUDY
Camila Pedrozo Rodrigues Furlan, Carlos Alberto Ribeiro Diniz and Maria Aparecida De Paiva Franco
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final prediction error, Akaike
information criterion, Schwarz information criterion, Hannan-Quinn criterion and
corrected Akaike information criterion.