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Lag length selection in vector autoregressive models: symmetric and asymmetric lags

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References

1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
1993Introduction to Multiple Time Series Analysis1,912 cited
1986Alternative Explanations of the Money-Income Correlation1,501 cited
1981Autoregressive modelling and money-income causality detection710 cited
1993Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions138 cited

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