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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Détails bibliographiques
Auteur principal:	Kejriwal, Mohitosh.
Autres auteurs:	Perron, Pierre.
Format:	Article
Langue:	English
Sujets:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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

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