Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
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- Yıldırım, Durmuş Çağrı & Çevik, Emrah İsmail, 2017.
"Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi
[The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test]," MPRA Paper 80472, University Library of Munich, Germany.
- repec:dug:actaec:y:2017:i:5:p:169-188 is not listed on IDEAS
- Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh, 2014. "Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 15-22, May.
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