Lag Length Estimation in Large Dimensional Systems

Jesus Gonzalo and Jean-Yves Pitarakis

Econometrics from University Library of Munich, Germany

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
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Related works:
Journal Article: Lag length estimation in large dimensional systems (2002)
Working Paper: Lag Length Estimation in Large Dimensional Systems (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:0108002

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