Lag length selection in panel autoregression (Q5864462)
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scientific article; zbMATH DE number 7537918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lag length selection in panel autoregression |
scientific article; zbMATH DE number 7537918 |
Statements
Lag length selection in panel autoregression (English)
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7 June 2022
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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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0.8256644010543823
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0.7853088974952698
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0.778052806854248
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0.7740290760993958
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0.7625567317008972
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