Lag length selection in vector autoregressive models : symmetric and asymmetric lags
Year of publication: |
1999
|
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Authors: | Ozcicek, Omer ; McMillin, W. Douglas |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 31.1999, 4, p. 517-524
|
Subject: | VAR-Modell | VAR model | Lag-Modell | Lag model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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