Pages that link to "Item:Q5697616"
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The following pages link to A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616):
Displayed 4 items.
- Semiparametric selection of seasonal cointegrating ranks using information criteria (Q2446289) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)