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Continue to ChatEffect of cross correlations in error terms on the model selection criteria for the stationary VAR process - https://avesis.gazi.edu.tr/yayin/7ade2709-9254-4c6b-b83b-ac628208eab2/effect-of-cross-correlations-in-error-terms-on-the-model-selection-criteria-for-the-stationary-var-process