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Model Selection Criteria for the Leads-and-Lags Cointegrating Regression

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Digital文書・図像類
Choi, In, 黒住, 英司Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2008-12
Available onlineOther Libraries in Japan
  • Subject HeadingCointegration Leads-and-lags regression AIC Corrected AIC BIC Cp

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Digital文書・図像類
Choi, In, 黒住, 英司Institute of Economic Research, Hitotsubashi University2008-10
Available onlineOther Libraries in Japan
  • Summary, etc....iteria for the leads-and-lags regression is a nontrivial task since th...
  • Subject HeadingCointegration Leads-and-lags regression AIC Corrected AIC BIC Cp

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