A practitioner's guide to lag order selection for VAR impulse reponse analysis
Ventzislav Ivanov; Lutz Kilian
| Year of publication: |
2005
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|---|---|
| Authors: | Ivanov, Ventzislav ; Kilian, Lutz |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 9.2005, 1, p. 1-34
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| Extent: | Ill. |
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| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: |
Persistent link: https://www.econbiz.de/10009949840