Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Mohitosh Kejriwal; Pierre Perron
| Year of publication: |
2008
|
|---|---|
| Authors: | Kejriwal, Mohitosh ; Perron, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 5, p. 1425-1441
|
| Subject: | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003748806