Lag-length selection in VAR-models using equal and unequal lag-length procedures
Mikael Gredenhoff ; Sune Karlsson
| Year of publication: |
1997
|
|---|---|
| Authors: | Gredenhoff, Mikael P. ; Karlsson, Sune |
| Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm : Stockholm School of Economics, the Economic Research Inst. |
| Subject: | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis |
| Extent: | 40 S |
|---|---|
| Series: | Working paper series in economics and finance. - Stockholm, ISSN 1104-4705, ZDB-ID 2544046-9. - Vol. 177 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000968575