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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Bibliografiset tiedot
Päätekijä:	Kejriwal, Mohitosh.
Muut tekijät:	Perron, Pierre.
Aineistotyyppi:	Artikkeli
Kieli:	English
Aiheet:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Tagit:	Lisää tagi Ei tageja, Lisää ensimmäinen tagi!

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

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