Work

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

Year: 1999

Type: article

Source: Applied Economics

DOI: 10.1080/000368499324237

Authors: OMER OZCICEK, W. DOUGLAS McMILLIN

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2102680945

FWCI: 3.474

Cites: 13

Cited by: 91

Related to: 10