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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书目详细资料
主要作者:	Kejriwal, Mohitosh.
其他作者:	Perron, Pierre.
格式:	Bài viết
语言:	English
主题:	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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