Optimal lag structure selection in VEC-Models
Year of publication: |
2004
|
---|---|
Authors: | Winker, Peter ; Maringer, Dietmar G. |
Published in: |
New directions in macromodelling. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51633-6. - 2004, p. 213-234
|
Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis | Mathematische Optimierung | Mathematical programming | Ranking-Verfahren | Ranking method |
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