Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/00949655.2011.583652 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005821231 / rank | |||
Normal rank | |||
Revision as of 03:35, 20 March 2024
scientific article; zbMATH DE number 6174338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of procedures for fitting the autoregressive order of a vector error correction model |
scientific article; zbMATH DE number 6174338 |
Statements
Comparison of procedures for fitting the autoregressive order of a vector error correction model (English)
0 references
12 June 2013
0 references
vector error correction model
0 references
model selection
0 references
cointegration
0 references
information criteria
0 references
autocorrelation tests
0 references
