Open AccessSemiparametric Seasonal Cointegrating Rank Selection
Author(s) -
Byeongchan Seong,
Sung K. Ahn,
Sinsup Cho
Publication year - 2011
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2011.24.5.791
Subject(s) - rank (graph theory) , econometrics , context (archaeology) , selection (genetic algorithm) , vector autoregression , model selection , lag , semiparametric model , monte carlo method , information criteria , computer science , mathematics , nonparametric statistics , statistics , artificial intelligence , paleontology , computer network , combinatorics , biology