Optimal lag structure selection in VEC-Models
Peter Winker and Dietmar Maringer
| Year of publication: |
2004
|
|---|---|
| Authors: | Winker, Peter ; Maringer, Dietmar G. |
| Published in: |
New directions in macromodelling. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51633-6. - 2004, p. 213-234
|
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis | Mathematische Optimierung | Mathematical programming | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002717560