Cointegration Detection Using Dynamic Factor Models (Q5451124)
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scientific article; zbMATH DE number 5250461
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| English | Cointegration Detection Using Dynamic Factor Models |
scientific article; zbMATH DE number 5250461 |
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Cointegration Detection Using Dynamic Factor Models (English)
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18 March 2008
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cointegration
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dynamic factor model
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information criterion
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model selection
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0.8147633671760559
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0.8130336403846741
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0.812711238861084
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0.812711238861084
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