Lag selection
How to determine how many lags (lag selection) in Shazam? Any help
add a comment
If this is for distributed lags you should look at:
http://community.econometrics.com/question/28/how-to-test-the-degree-of-an-almon-distributed-lag
Asked: 2011-11-11 16:32:27 +0000
Seen: 6,365 times
Last updated: Feb 14 '12
Copyright SHAZAM Analytics, 2018 Content on this site is licensed under a Creative Commons Attribution Share Alike 3.0 license.
