Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433)
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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 |
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Comparison of procedures for fitting the autoregressive order of a vector error correction model (English)
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12 June 2013
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vector error correction model
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model selection
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cointegration
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information criteria
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autocorrelation tests
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