Lag Length Estimation in Large Dimensional Systems

Jesus Gonzalo () and Jean-Yves Pitarakis ()

Econometrics from EconWPA

Keywords: subliminal; extant; Smith; economagic; gmm (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2001-08-31
Note: Type of Document - pdf; prepared on IBM PC; to print on pdf

Downloads: (external link)
http://129.3.20.41/eps/em/papers/0108/0108002.pdf (application/pdf)

Related works:
Working Paper: Lag Length Estimation in Large Dimensional Systems (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0108002

Access Statistics for this paper

More papers in Econometrics from EconWPA
Series data maintained by EconWPA ().