Optimal Lag Structure Selection in VEC-Models

Year of publication:	2004
Authors:	Winker, Peter ; Maringer, Dietmar
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