Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes

Dietmar Bauer

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DOI: 10.3390/econometrics11020011
Published: 2023-04-20
Container: Econometrics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/econometrics11020011,
  title = {Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes},
  author = {Dietmar Bauer},
  year = {2023},
  journal = {Econometrics},
  doi = {10.3390/econometrics11020011},
  url = {https://doi.org/10.3390/econometrics11020011}
}

RIS

TY  - JOUR
TI  - Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes
AU  - Dietmar Bauer
PY  - 2023
JO  - Econometrics
DO  - 10.3390/econometrics11020011
UR  - https://doi.org/10.3390/econometrics11020011
ER  -

APA

Bauer, D. (2023). Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes. Econometrics. https://doi.org/10.3390/econometrics11020011

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crossref · retrieved 2026-09-25T02:17:59.064Z