Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Year of publication: |
2008
|
---|---|
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
|
Subject: | Theorie | Theory | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model |
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