Which of these is an approach used to determine the appropriate lag lengths of VAR models?
A) Graphically plotting the time series of the data
B) Selecting the number of lags that maximises the information criteria
C) Selecting the number of lags that minimises the information criteria
D) None of the above
Correct Answer:
Verified
Q1: A variable x is defined as ??_
Q3: Which of the following statements is
Q4: Which of these statements is true about
Q5: Which of these assumptions is violated when
Q6: Which of these is not an appropriate
Q7: Comparing the information criteria approach with the
Q8: Estimation of equation (2) on its own
Q9: Consider the following bivariate VAR(2):
Q10: Which of the following are characteristics of
Q11: Assuming that you have a VAR model
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents