Data/hora: 16/06/2024 06:56:08

Provedor de dados: 	31	
País: 	United States	
Título: 	DYNAMIC ANALYSIS WITH TIME SERIES MODELS: SIMULATION AND EMPIRICAL EVIDENCE	
Autores: 	Robledo,   Carlos W.; Zapata,   Hector O.	
Data: 	1999-05-19	
Ano: 	1999	
Palavras-chave: 	Statistical selection criteria; Cointegration; Mixed unit roots; Impulse response functions; Small sample properties; Research Methods/ Statistical Methods.	
Resumo: 	The 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.	
Tipo: 	Conference Paper or Presentation	
Idioma: 	Inglês	
Identificador: 	1336

http://purl.umn.edu/21526	
Editor: 	AgEcon Search	
Relação: 	American Agricultural Economics Association&gt;1999 Annual meeting, August 8-11, Nashville, TN

Selected Paper	
Formato: 	13

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