Newbold, P. and T. Bos. 1982. On the Use of the Hannan-Rissanen Criterion in Time Series Model Selection. Department of Economics, University of Illinois.
Copy of paper

Cited in:

Granger, C. W. J., and P. Newbold. 1986. Forecasting Economic Time Series. Second edition, Academic Press, Orlando, Florida, page 83.