Model selection criteria for the leads-and-lags cointegrating regression (Q527997)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection criteria for the leads-and-lags cointegrating regression |
scientific article |
Statements
Model selection criteria for the leads-and-lags cointegrating regression (English)
0 references
12 May 2017
0 references
cointegration
0 references
leads-and-lags regression
0 references
AIC
0 references
corrected AIC
0 references
BIC
0 references
\(C_p\)
0 references
0 references
0 references
