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subject:"Lag model"
~isPartOf:"Discussion papers in quantitative economics and computing / E"
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Lag model
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Lag length estimation in large dimensional systems
Gonzalo, Jesús
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Pitarakis, Jean-Yves
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1999
Persistent link: https://www.econbiz.de/10001423301
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Reparameterizing lag polynomials
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000884532
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000869171
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