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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Bibliografski detalji
Glavni autor:	Kejriwal, Mohitosh.
Daljnji autori:	Perron, Pierre.
Format:	Članak
Jezik:	English
Teme:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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