Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Carlos Enrique Carrasco Gutierrez; Reinaldo Castro Souza; Osmani Teixeira de Carvalho Guillén
| Year of publication: |
2009
|
|---|---|
| Authors: | Gutierrez, Carlos Enrique Carrasco ; Souza, Reinaldo Castro ; Guillén, Osmani Teixeira de Carvalho |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 29.2009, 1, p. 59-78
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010077051