A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
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Publication:3368370
DOI10.2202/1558-3708.1219zbMath1081.91575OpenAlexW2118357071MaRDI QIDQ3368370
Ventzislav Ivanov, Lutz Kilian
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1219
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
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