Optimized multivariate lag structure selection

Winker, Peter

DOI:	https://doi.org/10.1023/A:1008757620685
URL:	https://link.springer.com/article/10.1023/A:100875...
Additional URL:	https://www.researchgate.net/publication/5144434
Document Type:	Article
Year of publication:	2000
The title of a journal, publication series:	Computational Economics
Volume:	16
Issue number:	1/2
Page range:	87-103
Place of publication:	Dordrecht [u.a.]
Publishing house:	Springer
ISSN:	0927-7099 , 1572-9974
Publication language:	English
Institution:	School of Law and Economics > VWL (Franz 1997-2013, Em)
Subject:	330 Economics
Subject headings (SWD):	Identifikation , Threshold Accepting , Value at Risk

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