Lag length and mean break in stationary VAR models
Yang, Minxian
Lag length and mean break in stationary VAR models J5039 2002 - 2002 - 374-386 V. 05 Issue. 2
Econometrics
Information criteria;Consistency;
Lag length and mean break in stationary VAR models J5039 2002 - 2002 - 374-386 V. 05 Issue. 2
Econometrics
Information criteria;Consistency;