DYNAMIC ANALYSIS WITH TIME SERIES MODELS: SIMULATION AND EMPIRICAL EVIDENCE

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dc.creatorRobledo, Carlos W.
dc.creatorZapata, Hector O.
dc.date2017-04-01T20:06:19Z
dc.date.accessioned2026-07-09T03:35:53Z
dc.descriptionThe performance of the FPE, AIC, HQ and SC criteria in choosing lag-length, and the effect on the impulse-response functions, are studied in a Monte Carlo simulation. The experiments include stationary, cointegrated, and mixed unit root VAR and MA cases.
dc.identifierdoi:10.22004/ag.econ.21526
dc.identifierhttps://ageconsearch.umn.edu/record/21526/files/sp99ro03.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/21526
dc.identifier.urihttp://hdl.handle.net/123456789/536130
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/21526
dc.titleDYNAMIC ANALYSIS WITH TIME SERIES MODELS: SIMULATION AND EMPIRICAL EVIDENCE
dc.typeText

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