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  • Search: subject:"Leads-and-lags regression"
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Year of publication
Subject
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AIC 4 BIC 4 Cointegration 4 Cp 4 Leads-and-lags regression 4 Corrected AIC 3 Cor-rected AIC 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 1
Language
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English 2 Undetermined 2
Author
All
Choi, In 4 Kurozumi, Eiji 4
Institution
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Center for Research on Contemporary Economic Systems, Graduate School of Economics 1 Institute of Economic Research, Hitotsubashi University 1 Research Institute for Market Economy, Sogang University 1
Published in...
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CCES Discussion Paper Series 1 Global COE Hi-Stat Discussion Paper Series 1 Journal of Econometrics 1 Working Papers / Research Institute for Market Economy, Sogang University 1
Source
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RePEc 4
Showing 1 - 4 of 4
Cover Image
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Choi, In; Kurozumi, Eiji - Center for Research on Contemporary Economic Systems, … - 2008
criteria for the leads-and-lags regression is a nontrivial task since the true model is of infinite dimension. This paper …
Persistent link: https://www.econbiz.de/10004990969
Saved in:
Cover Image
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Choi, In; Kurozumi, Eiji - Institute of Economic Research, Hitotsubashi University - 2008
criteria for the leads-and-lags regression is a nontrivial task since the true model is of infinite dimension. This paper …
Persistent link: https://www.econbiz.de/10005650694
Saved in:
Cover Image
Model selection criteria for the leads-and-lags cointegrating regression
Choi, In; Kurozumi, Eiji - In: Journal of Econometrics 169 (2012) 2, pp. 224-238
criteria for the leads-and-lags regression is a nontrivial task since the true model is of infinite dimension. This paper …
Persistent link: https://www.econbiz.de/10010664691
Saved in:
Cover Image
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Choi, In; Kurozumi, Eiji - Research Institute for Market Economy, Sogang University - 2008
criteria for the leads-and-lags regression is a nontrivial task since the true model is of infinite dimension. This paper …
Persistent link: https://www.econbiz.de/10009251372
Saved in:
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