Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression /

Saved in:
Bibliographic Details
Main Author: Kejriwal, Mohitosh.
Other Authors: Perron, Pierre.
Format: Article
Language:English
Subjects:
AIC
OLS
Tags: Add Tag
No Tags, Be the first to tag this record!
Institutions: Thư viện Trường Đại học Đà Lạt