Lag length estimation in large dimensional systems
by Jesus Gonzalo and Jean-Yves Pitarakis
| Year of publication: |
1999
|
|---|---|
| Authors: | Gonzalo, Jesús ; Pitarakis, Jean-Yves |
| Publisher: |
Reading : Univ., Dep. of Economics |
| Subject: | VAR-Modell | VAR model | Lag-Modell | Lag model | Theorie | Theory |
| Extent: | 33 S graph. Darst |
|---|---|
| Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 31 - 33 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001423301