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

Ítems similars

• Redundancy of moment conditions and the efficiency of OLS in sur models : Notes and problems /
  per: Qian, Hailong.
• Spatially assessing model errors of four regression techniques for three types of forest stands /
  per: Zhang, Lianjun.
• Integration of modified firefly algorithm and machine learning regression for stock price forecasting
  per: Pham, Thi Phuong Trang
  Publicat: (2021)
• Workbook on cointegration
  per: Hansen, Peter Reinhard
  Publicat: (1998)
• A hybrid model of least squares support vector regression and particle swarm optimization for Vietnam stock market analysis
  per: Le, Thuy Linh, et al.
  Publicat: (2021)