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• W2788751344 abstract "In the past few decades the theory of cointegration has been widely used in the empirical analysis of economic data. The reason is that, it captures the economic notion of a long-run economic relation. One of the problems experienced when applying cointegrated techniques to econometric modelling is the determination of lag lengths for the modelled variables. Applied studies have resulted in contradictory choices for lag length selection. This study reviews and compares some of the well-known information criteria using simulation techniques for bivariate models." @default.
• W2788751344 created "2018-03-06" @default.
• W2788751344 creator A5044756293 @default.
• W2788751344 date "2007-01-01" @default.
• W2788751344 modified "2023-09-22" @default.
• W2788751344 title "Consistent testing for lag length in cointegrated relationships" @default.
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