Lag selection
How to determine how many lags (lag selection) in Shazam? Any help
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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: 6,340 times
Last updated: Feb 14 '12