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| 001 | 9.571640 |
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| 003 | CaOODSP |
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| 005 | 20211126112844 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1995||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/95-9E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aSelection of the truncation lag in structural VARS or (VECMs) with long-run restrictions / |h[electronic resource]|cby Alain DeSerres and Alain Guay. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cOctober 1995. |
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| 300 | |a49p.|bgraphs, references, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v95-9 |
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| 500 | |a"The authors examine the issue of lag-length selection in the context of a structural vector autoregression (VAR) and a vector error-correction model with long-run restrictions. First, they show that imposing long-run restrictions implies, in general, a moving-average (MA) component in the stationary multivariate representation. Then they examine the sensitivity of estimates of the permanent and transitory components to the selection of the lag length required in a VAR system to approximate this MA component."--Abstract. |
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| 500 | |aThe ISBN (0-662-23793-5) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. |
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| 520 | 3 |aThe authors examine the issue of lag-length selection in the context of a structural vector autoregression (VAR) and a vector error-correction model with long-run restrictions. First, they show that imposing long-run restrictions implies, in general, a moving-average (MA) component in the stationary multivariate representation. Then they examine the sensitivity of estimates of the permanent and transitory components to the selection of the lag length required in a VAR system to approximate this MA component.--Abstract |
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| 546 | |aRésumés en français. |
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| 590 | |a11-19-Supp|b2011-09-23 |
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| 690 | 07|aEconomy|2gcpds |
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| 720 | 1 |aGuay, Alain |
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| 720 | 1 |aDeSerres, Alain |
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| 776 | 0#|tSelection of the truncation lag in structural VARS or (VECMs) with long-run restrictions / |w(CaOODSP)9.612563 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v95-9|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s175 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-95-9E.pdf|y95-9 |
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