Selection of the truncation lag in structural VARs (or VECMs) with long-run restrictions
By: by Alain DeSerres and Alain Guay.
Contributors: Guay, Alain.; Bank of Canada.
Series: Working paper -- no. 95-9; Working paper (Bank of Canada) -- 95-9.
Publisher: Bank of Canada
Published: 1995
Place of publication: Ottawa
Language: eng
Number of pages: 39