A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (Q3368370)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
scientific article |
Statements
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (English)
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27 January 2006
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impulse responses
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model selection
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information criteria
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portmanteau tests
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likelihood ratio tests
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