Order Determination for a Multivariate Autoregression
将Hannan和Quinn提出的单变量自回归阶数确定方法推广到多元情形，证明了该方法的强相合性，并与其他类似方法进行了比较。
Summary The procedure proposed by Hannan and Quinn (1979) for determining the order of univariate autoregressions is extended to multivariate autoregressions. The procedure is shown to be strongly consistent, while other similar procedures may be shown to be strongly consistent by comparison.