Pages that link to "Item:Q527997"
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The following pages link to Model selection criteria for the leads-and-lags cointegrating regression (Q527997):
Displaying 3 items.
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)