Lag length selection in vector autoregressive models: Symmetric and asymmetric lags

Applied Economics

Volumn 31, Issue 4, 1999, Pages 517-524

  Ozcicek, Omer ^a   Douglas McMillin, W ^b  

^a ISTANBUL BILGI UNIVERSITY   (Turkey)

^b LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; VECTOR AUTOREGRESSION;

EID: 13044254793     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368499324237     Document Type: Article

References (10)

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4. Caines, P. E., Keng, C. W. and Sethi, S. P. (1981) Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis. Journal of Economic Dynamics and Control, 3, 267-98.
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