Lag selection in subset VAR models with an application to a US monetary system
Ralf Brüggemann and Helmut Lütkepohl
| Year of publication: |
2001
|
|---|---|
| Authors: | Brüggemann, Ralf ; Lütkepohl, Helmut |
| Subject: | Impulse response | VAR-Modell | VAR model | Lag-Modell | Lag model | Statistischer Test | Statistical test | Schätzung | Estimation | Geldpolitik | Monetary policy | Schock | Shock | Theorie | Theory | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Econometric studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001615031