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  Vector Autoregressive Model Selection: Gross Domestic Product and Europe Oil Prices Data Modelling

  Writer : Zamani Mehreyan، S ؛ Corresponding Author : Sayyareh، A ؛

  Journal:Statistical research of Iran»Spring and summer 2020 - Number 33 Ranking Science-Research (Ministry of Science/ISC (‎32 page(s) - From 63 to 94 )

  Keywords:vector autoregressive modelMaximum Likelihood EstimationVuong’s testnested modelsCox’s testmisspecified model

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