Optimal Lag Structure Selection in VEC-Models (Q5292188): Difference between revisions

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Latest revision as of 19:40, 5 March 2024

scientific article; zbMATH DE number 5165706
Language Label Description Also known as
English
Optimal Lag Structure Selection in VEC-Models
scientific article; zbMATH DE number 5165706

    Statements

    Optimal Lag Structure Selection in VEC-Models (English)
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    19 June 2007
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    model selection
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    cointegration rank
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    order selection
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    reduced rank regression
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    VECM
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