Optimal Lag Structure Selection in VEC-Models
| Year of publication: |
2004
|
|---|---|
| Authors: | Winker, Peter ; Maringer, Dietmar |
| Published in: |
New directions in macromodelling : essays in honor of J. Michael Finger. - Amsterdam : Elsevier, ISBN 978-1-84950-830-8. - 2004, p. 213-234
|
| Subject: | Mathematische Optimierung | Mathematical programming | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Ranking-Verfahren | Ranking method | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/S0573-8555(04)69009-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015388221