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Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
Edition 5ISBN: 978-0073375779Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
Edition 5ISBN: 978-0073375779 Exercise 8
Since the number of lags to be introduced in a VAR model can be a subjective question, how does one decide how many lags to introduce in a concrete application
Explanation
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The number of lag terms in the VAR model...
Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
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