Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Year of publication: |
2008-12
|
---|---|
Authors: | Choi, In ; Kurozumi, Eiji |
Institutions: | Center for Research on Contemporary Economic Systems, Graduate School of Economics |
Subject: | Cointegration | Leads-and-lags regression | AIC | Corrected AIC | BIC | Cp |
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