Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433)
From MaRDI portal
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
0 references
0 references
0 references
0 references
0 references
0 references