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Complete results for lag length selection

This paper presents the detailed results of employing the various lag-length-selection criteria outlined in "Lag Length Selection Criteria: Some Empirical Results for the St. Louis Equation.'' Tables 1 through 6 are for a maximum lag of 8; tables 7 through 12, a maximum lag of 12; and tables 13 through 18, a maximum lag of 16. Table 19 contains the likelihood ratio test results of all the alternative lag specifications considered.
Year of publication:
1983
Authors: Batten, Dallas S. ; Thornton, Daniel L.
Institutions: Federal Reserve Bank of St. Louis
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Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Number 1983-009
Source:
Persistent link: https://www.econbiz.de/10005352765
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