A practitioner's guide to lag-order selection for vector autoregressions
Ventzislav Ivanov; Lutz Kilian
| Year of publication: |
2000
|
|---|---|
| Authors: | Ivanov, Ventzislav ; Kilian, Lutz |
| Publisher: |
[Ann Arbor] |
| Subject: | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 22, [6] S graph. Darst |
|---|---|
| Series: | Working papers / University of Michigan, Department of Economics. - Ann Arbor, Mich., ZDB-ID 2089805-8. - Vol. 2000,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Gesamtt. lt. Eröffnungsbildschirm Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001464030