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Lag length selection in panel autoregression - MaRDI portal

Lag length selection in panel autoregression (Q5864462)

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scientific article; zbMATH DE number 7537918
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English
Lag length selection in panel autoregression
scientific article; zbMATH DE number 7537918

    Statements

    title
    Lag length selection in panel autoregression (English)
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    author
    Chirok Han
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    Peter C. B. Phillips
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    Donggyu Sul
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    publication date
    7 June 2022
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    zbMATH Keywords
    BIC
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    dynamic panel
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    lag selection
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    sequential testing
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    X-differencing
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    Identifiers

    zbMATH DE Number
    7537918
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    OpenAlex ID
    W2316821818
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