Model selection criteria for the leads-and-lags cointegrating regression (Q527997): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714732
@@ Property / zbMATH DE Number: 6714732 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+leads-and-lags regression
@@ Property / zbMATH Keywords: leads-and-lags regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+AIC
@@ Property / zbMATH Keywords: AIC / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+corrected AIC
@@ Property / zbMATH Keywords: corrected AIC / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+BIC
@@ Property / zbMATH Keywords: BIC / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(C_p\)
@@ Property / zbMATH Keywords: \(C_p\) / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2043991238
@@ Property / OpenAlex ID: W2043991238 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of the minimum AIC procedure
@@ Property / cites work: A Bayesian analysis of the minimum AIC procedure / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+Bias of the corrected AIC criterion for underfitted regression and time series models
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
+Normal rank
@@ Property / cites work @@
+Prediction of multivariate time series by autoregressive model fitting
+Normal rank
@@ Property / cites work @@
+Some Comments on C P
@@ Property / cites work: Some Comments on C P / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
+Normal rank
@@ Property / cites work @@
+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4518957
@@ Property / cites work: Q4518957 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Estimating Long-Run Economic Equilibria
@@ Property / cites work: Estimating Long-Run Economic Equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+An Asymtotic Theory of Bayesian Inference for Time Series
+Normal rank
@@ Property / cites work @@
+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
@@ Property / cites work: COINTEGRATING SMOOTH TRANSITION REGRESSIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
@@ Property / cites work @@
+An optimal selection of regression variables
@@ Property / cites work: An optimal selection of regression variables / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ Property / cites work @@
+Testing for the sustainability of the current account deficit in two industrial countries
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:527997