Browsing Teses e dissertações by Subject "Lag length selection"
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(Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 06/03/2009)Several techniques are proposed to determine the lag length of a dynamic regression model. However, none of them is completely satisfactory and a wrong choice could imply serious problems in the estimation of the parameters. ...