Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Abdulnasser Hatemi-J
| Year of publication: |
2008
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| Authors: | Hatemi-J, Abdulnasser |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 4/6, p. 239-243
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| Subject: | VAR-Modell | VAR model | Theorie | Theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
| 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/10003727223