Model selection criteria for the leads-and-lags cointegrating regression
type: Item
instance of: scholarly article
title: Model selection criteria for the leads-and-lags cointegrating regression
zbMATH Open document ID: 1443.62248
author: Yong-Cai Geng
author: Sumit K. Garg
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: gd08-006.pdf
full work available at URL: S0304407612000310
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714732
zbMATH Keywords: cointegration
zbMATH Keywords: leads-and-lags regression
zbMATH Keywords: AIC
zbMATH Keywords: corrected AIC
zbMATH Keywords: BIC
zbMATH Keywords: \(C_p\)
MaRDI profile type: Publication
OpenAlex ID: W2043991238
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DOI: 10.1016/J.JECONOM.2012.01.021
description: scientific article; zbMATH DE number 6714732