@techreport{f6ba75ef3d8f435db348f655020112ab,
title = "The Selection of ARIMA Models with or without Regressors",
keywords = "Faculty of Social Sciences, AIC, ARMA models, bias correction, BIC, Cp plot, generalized RIC, Kalman filter, Kullback-Leibler distance, state-space formulation ",
author = "S{\o}ren Johansen and Marco Riani and Atkinson, {Anthony C.}",
note = "JEL Classification: C22 ",
year = "2012",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "17",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",
}