Lag length selection in panel autoregression
Chirok Han, Peter C. B. Phillips, and Donggyu Sul
| Year of publication: |
2017
|
|---|---|
| Authors: | Han, Chirok ; Phillips, Peter C. B. ; Sul, Donggyu |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 225-240
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| Subject: | BIC | dynamic panel | lag selection | sequential testing | X-differencing | Panel | Panel study | Lag-Modell | Lag model | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1114313 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795190