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

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

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Dades bibliogràfiques
Autor principal:	Kejriwal, Mohitosh.
Altres autors:	Perron, Pierre.
Format:	Article
Idioma:	English
Matèries:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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