Working Paper
Complete results for lag length selection
Abstract: This paper presents the detailed results of employing the various lag-length-selection criteria outlined in \"Lag Length Selection Criteria: Some Empirical Results for the St. Louis Equation.'' Tables 1 through 6 are for a maximum lag of 8; tables 7 through 12, a maximum lag of 12; and tables 13 through 18, a maximum lag of 16. Table 19 contains the likelihood ratio test results of all the alternative lag specifications considered.
https://doi.org/10.20955/wp.1983.009
Access Documents
File(s):
File format is application/pdf
https://doi.org/10.20955/wp.1983.009
Description: Full text
Authors
Bibliographic Information
Provider: Federal Reserve Bank of St. Louis
Part of Series: Working Papers
Publication Date: 1983
Number: 1983-009