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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Bibliografische gegevens
Hoofdauteur:	Kejriwal, Mohitosh.
Andere auteurs:	Perron, Pierre.
Formaat:	Artikel
Taal:	English
Onderwerpen:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Tags:	Voeg label toe Geen labels, Wees de eerste die dit record labelt!

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

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