Modified lag augmented vector autoregressions

By Eiji Kurozumi, Taku Yamamoto. 2000

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b8b48e0fbacc8c06acffdcd0fed4bb6694f8e73a

How researchers see this paper

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In Economics and Econometrics

1. Manoj Sharma
2. Ritu Rana
3. V. Erokhin
4. Tianming Gao

Citations in the corpus

• Dynamic causality testing for EKC hypothesis, pollution haven hypothesis and international trade in India (2018, background): “Until l ≥ imax, the model is valid (Kurozumi and Yamamoto 2000).”