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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Библиографические подробности
Главный автор:	Kejriwal, Mohitosh.
Другие авторы:	Perron, Pierre.
Формат:	Статья
Язык:	English
Предметы:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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

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