Message-ID: <1270190920052-1748863.post@n4.nabble.com>
Date: 2010-04-02T06:48:40Z
From: Arun Kumar Saha
Subject: Appropriate lag length in VAR/VECM
In-Reply-To: <687307.81125.qm@web110007.mail.gq1.yahoo.com>
Dear Kaushik, detailed procedures for selection of the lag-length of any VAR
family of models is explicitly discussed (with underlying theory) in
Lutkepohl-2006. You may wish to visit www.jmulti.de to find more details.
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