Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression /
Na minha lista:
| Autor principal: | Kejriwal, Mohitosh. |
|---|---|
| Outros Autores: | Perron, Pierre. |
| Formato: | Atigo |
| Idioma: | English |
| Assuntos: | |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|
Registros relacionados
-
Redundancy of moment conditions and the efficiency of OLS in sur models : Notes and problems /
por: Qian, Hailong. -
Spatially assessing model errors of four regression techniques for three types of forest stands /
por: Zhang, Lianjun. -
Integration of modified firefly algorithm and machine learning regression for stock price forecasting
por: Pham, Thi Phuong Trang
Publicado em: (2021) -
Workbook on cointegration
por: Hansen, Peter Reinhard
Publicado em: (1998) -
A hybrid model of least squares support vector regression and particle swarm optimization for Vietnam stock market analysis
por: Le, Thuy Linh, et al.
Publicado em: (2021)