Model selection criteria for the leads-and-lags cointegrating regression
In Choi; Eiji Kurozumi
| Year of publication: |
2012
|
|---|---|
| Authors: | Choi, In ; Kurozumi, Eiji |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 224-238
|
| Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| 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/10009671315