Performance of lag length selection criteria in three different situations
Year of publication: |
2007-04
|
---|---|
Authors: | Asghar, Zahid ; Abid, Irum |
Type of publication: | Book / Working Paper |
---|---|
Language: | English |
Notes: | Asghar, Zahid and Abid, Irum (2007): Performance of lag length selection criteria in three different situations. Published in: Interstat No. April 2007 (April 2007) |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C01 - Econometrics |
Source: | BASE |
-
Generalized maximum entropy (GME) estimator: formulation and a monte carlo study
Eruygur, H. Ozan, (2005)
-
Model specification, observational equivalence and performance of unit root tests
Atiq-ur-Rehman, Atiq-ur-Rehman, (2008)
-
Nyquist Frequency in Sequentially Sampled Data
Faghih, Nezameddin, (2008)
- More ...
-
Performance of lag length selection criteria in three different situations
Asghar, Zahid, (2007)
-
ELG hypothesis is valid for India: An Evidence from Structural Causality
Asghar, Zahid, (2009)
-
Socio-economic Determinants of Household Food Insecurity in Pakistan
Asghar, Zahid, (2013)
- More ...