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Lag length estimation in large dimensional systems

Jesús Gonzalo

Publication Data

Title Lag length estimation in large dimensional systems
Author Jesús Gonzalo
Contributors Jean-Yves Pitarakis, Jean-Yves Pitarakis
Publisher University of Reading Department of Economics
Publication date 1999
Publication location Reading
Language English

Topics

Econometrics :: Mathematical models

Catalogue Data

OBNB ID GBA004151
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 33p.

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Lag length estimation in large dimensional systems by Jesús Gonzalo. Published by University of Reading Department of Economics in 1999. Publication and catalogue information, links to buy online and reader comments.

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