A new method to choose optimal lag order in stable and unstable VAR models
Year of publication: |
2003
|
---|---|
Authors: | Hatemi-J, Abdulnasser |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 3, p. 135-137
|
Subject: | Theorie | Theory | VAR-Modell | VAR model |
-
Does speculation matters for wheat price shocks?
Çinar, Gökhan, (2015)
-
Ye, Ziqi, (2016)
-
Return or position-based value at risk?
Huillard d'Aignaux, Jérôme, (2014)
- More ...
-
The nexus of trade-weighted dollar rates and the oil prices : an asymmetric approach
Hatemi-J, Abdulnasser, (2020)
-
Empirical analysis of growth factors using Swedish data
Davidsson, Per, (2002)
-
An empirical analysis of the information efficiency of Australian equity markets
Hatemi-J, Abdulnasser, (2009)
- More ...