A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis

✍ Scribed by Ivanov, Ventzislav; Kilian, Lutz

• Book ID: 121275397
• Publisher: The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
• Year: 2005
• Tongue: English
• Weight: 661 KB
• Volume: 9
• Category: Article
• ISSN: 1081-1826
• DOI: 10.2202/1558-3708.1219