Timeline for Maximum lag length in cointegration?
Current License: CC BY-SA 3.0
16 events
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| Mar 5, 2017 at 15:30 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 30, 2017 at 7:56 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
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| Feb 5, 2016 at 1:28 | comment | added | Alexis | You can use a sensitivity analysis of your model under different numbers and/or lengths of lags, too. | |
| Oct 30, 2014 at 20:00 | comment | added | Richard Hardy | Look here for a related question and a nice answer to it. Also look here, especially if you use R. And even if you do not use R, it is still a good presentation of VECM modelling. | |
| Sep 30, 2014 at 14:50 | answer | added | James | timeline score: 1 | |
| Sep 30, 2014 at 14:41 | review | First posts | |||
| Sep 30, 2014 at 14:42 | |||||
| Sep 30, 2014 at 14:14 | history | edited | Nick Cox | CC BY-SA 3.0 |
small fixes to English; removed unnecessary claim
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| Sep 30, 2014 at 14:05 | history | asked | Lars Ahnland Nordfors | CC BY-SA 3.0 |