@article{orderselectioninvectorautoregressionbyme,
  title = {Order Selection in Vector Autoregression by Mean Square Information Criterion},
  author = {Michael Hellstern and Ali Shojaie},
  year = {2025},
  eprint = {2511.19761},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2511.19761},
}