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Ivanov, Ventzislav
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Kilian, Lutz
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A practitioner's guide to lag-order selection for vector autoregressions
Ivanov, Ventzislav
;
Kilian, Lutz
-
2000
Persistent link: https://www.econbiz.de/10001464030
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2
A practitioner's guide to lag order selection for VAR impulse reponse analysis
Ivanov, Ventzislav
(
contributor
);
Kilian, Lutz
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003283144
Saved in:
3
A practioner's guide to lag-order selection for vector autoregressions
Ivanov, Ventzislaw
-
2001
Persistent link: https://www.econbiz.de/10013423278
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