Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?

Author: Hatemi-J A.   S. Hacker R.  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.41, Iss.9, 2009-04, pp. : 1121-1125

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract