Optimal Lag Structure Selection in VEC-Models
New Directions in Macromodelling
ISBN: 978-0-44451-633-6, eISBN: 978-1-84950-830-8
Publication date: 1 January 2004
Citation
Winker, P. and Maringer, D. (2004), "Optimal Lag Structure Selection in VEC-Models", Welfe, A. (Ed.) New Directions in Macromodelling (Contributions to Economic Analysis, Vol. 269), Emerald Group Publishing Limited, Leeds, pp. 213-234. https://doi.org/10.1016/S0573-8555(04)69009-2
Publisher
:Emerald Group Publishing Limited
Copyright © 2004, Emerald Group Publishing Limited