Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH |
scientific article |
Statements
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (English)
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28 October 2008
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VAR
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lag length
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information criteria
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Monte Carlo simulations
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ARCH
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stability
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