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Can LR Test Be Helpful in Choosing the Optimal Lag order in the VAR Model When Information Criteria Suggest Different Lag Orders? [journal article]
Source: Applied Economics, 41 (2009) 9. p.1121-1125
Hits 1-1 within 1 documents
Author(s): Hatemi-J, Abdulnasser; Hacker, Scott
Source: Applied Economics, 41 (2009) 9. p.1121-1125