Model selection criteria for the leads-and-lags cointegrating regression (Q527997)
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scientific article; zbMATH DE number 6714732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection criteria for the leads-and-lags cointegrating regression |
scientific article; zbMATH DE number 6714732 |
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Model selection criteria for the leads-and-lags cointegrating regression (English)
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12 May 2017
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cointegration
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leads-and-lags regression
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AIC
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corrected AIC
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BIC
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\(C_p\)
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