Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
| Year of publication: |
2009
|
|---|---|
| Authors: | Hatemi-J, A. ; S. Hacker, R. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 41.2009, 9, p. 1121-1126
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