Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression /

Mã QR

Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression /

Đã lưu trong:

Chi tiết về thư mục
Tác giả chính:	Kejriwal, Mohitosh.
Tác giả khác:	Perron, Pierre.
Định dạng:	Bài viết
Ngôn ngữ:	English
Những chủ đề:	AIC Akaike information criterion Cointegrated regressions OLS Ordinary least squares
Các nhãn:	Thêm thẻ Không có thẻ, Là người đầu tiên thẻ bản ghi này!

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

Những quyển sách tương tự

Redundancy of moment conditions and the efficiency of OLS in sur models : Notes and problems /
Bỡi: Qian, Hailong.

Spatially assessing model errors of four regression techniques for three types of forest stands /
Bỡi: Zhang, Lianjun.

Integration of modified firefly algorithm and machine learning regression for stock price forecasting
Bỡi: Pham, Thi Phuong Trang
Được phát hành: (2021)

Workbook on cointegration
Bỡi: Hansen, Peter Reinhard
Được phát hành: (1998)

A hybrid model of least squares support vector regression and particle swarm optimization for Vietnam stock market analysis
Bỡi: Le, Thuy Linh, et al.
Được phát hành: (2021)

Cointegration for periodically integrated processes /
Bỡi: Castro, Tomas Del Barrio.

Distribution-free tests of fractional cointegration /
Bỡi: Hualde, Javier.

A perfect smoother /
Bỡi: Eilers, Paul H. C.

Sexual selection on body size and secondary sexual characters in 2 closely related, sympatric chameleons in Madagascar /

Detection of functional form misspecification in cointegrating relations /
Bỡi: Kasparis, Ioannis.

Can one estimate the unconditional distribution of post-model-selection estimators ? /
Bỡi: Leeb, Hannes.

Adaptive estimators of a mean matrix : Total least squares versus total shrinkage /
Bỡi: Beran, Rudolf.

Fractional cointegration in stochastic volatility models /
Bỡi: Silva, Afonso Goncalves da.

Limit theory for explosively cointegrated systems /
Bỡi: Phillips, Peter C. B.

The Helmholtz Equation Least Squares Method: For Reconstructing and Predicting Acoustic Radiation
Bỡi: WU, SEAN
Được phát hành: (2015)

Data reduction and error analysis for the physical sciences /
Bỡi: Bevington, Philip R., 1933-
Được phát hành: (2003)

Stability of regime switching error correction models under linear cointegration /
Bỡi: Saikkonen, Pentti.

Demand and roughness estimation in water distribution systems /
Bỡi: Kang, Doosun.

Least-squares methods for optimal control /
Bỡi: Bochev, Pavel.

Network autocorrelation regression with binary and ordinal dependent variables : Galton's problem /
Bỡi: Dow, Malcolm M.

On function recovery by neural networks based on orthogonal expansions /
Bỡi: Rafajlowicz, E.

Assessing fit and dimensionality in least squares metric multidimensional scaling using Akaike's information criterion /
Bỡi: Ding, Cody S.

Minimizing average risk in regression models /
Bỡi: Claeskens, Gerda.

Applied linear regression
Bỡi: Weisberg, Sanford
Được phát hành: (2005)

Applied regression analysis
Bỡi: Draper, Norman Richard.
Được phát hành: (1966)

Multiple regression in behavioral research
Bỡi: Kerlinger, Fred N.
Được phát hành: (1973)

Applied linear regression models
Được phát hành: (1996)

Introduction to linear regression analysis
Bỡi: Montgomery, Douglas C.
Được phát hành: (2006)

Applied linear regression models
Được phát hành: (1983)

Introduction to regression modeling
Bỡi: Abraham, Bovas

Applied regression including computing and graphics /
Bỡi: Cook, R. Dennis.
Được phát hành: (1999)

Application of a combination of hard and soft modeling for equilibrium systems to the quantitative analysis of pH-modulated mixture samples /

Data Analysis Using Regression and Multilevel/Hierarchical Models
Bỡi: Gelman, Andrew, et al.
Được phát hành: (2013)

Localized model selection for regression /
Bỡi: Yang, Yuhong.

Formative measurement and academic research : In search of measurement theory /

Analysis of a gas circuit breaker using the fast moving least square reproducing kernel method /

Applied Linear Regression Models
Bỡi: Kutner, Michael H.
Được phát hành: (2005)

Applied linear regression models
Bỡi: Kutner, Michael H.
Được phát hành: (2004)

Introduction to regression modeling
Bỡi: Bovas Abraham
Được phát hành: (2006)

A Primer on Partial Least Squares Structural Equation Modeling (PLS-SEM) (Third Edition)
Bỡi: Joseph F, Hair, Jr, et al.
Được phát hành: (2025)