A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (Q3368370)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5002415
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis |
scientific article; zbMATH DE number 5002415 |
Statements
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (English)
0 references
27 January 2006
0 references
impulse responses
0 references
model selection
0 references
information criteria
0 references
portmanteau tests
0 references
likelihood ratio tests
0 references
0.8059666156768799
0 references
0.793745219707489
0 references
0.7925393581390381
0 references
0.7925393581390381
0 references
0.7911121249198914
0 references
