Lag length selection in panel autoregression
Year of publication: |
2017
|
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Authors: | Han, Chirok ; Phillips, Peter C. B. ; Sul, Donggyu |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 225-240
|
Subject: | BIC | dynamic panel | lag selection | sequential testing | X-differencing | Panel | Panel study | Lag-Modell | Lag model | Theorie | Theory | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation |
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