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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Podrobná bibliografie
Hlavní autor:	Kejriwal, Mohitosh.
Další autoři:	Perron, Pierre.
Médium:	Článek
Jazyk:	English
Témata:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo otaguje tento záznam!

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

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