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Hacker, R. Scott* and Hatemi-J, Abdulnasser (2008) Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH, Journal of applied statistics, vol. 35, no. 6, pp. 601-615, Routledge, London, England [C1]
ERA journal ID: 810 – Scopus EID: 2-s2.0-46249118587
Citation counts: Scopus - 10, Thomson - 8
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DRO to publications collection last synchronised: Friday 29th August 2014 10:04pm