Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
A. Hatemi-J and R. S. Hacker
| Year of publication: |
2009
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|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Hacker, R. Scott |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 41.2009, 7/9, p. 1121-1125
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| Subject: | Theorie | Theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003842340