Modelling recorded crime: a full search for cointegrated models

A modelgenerator is developed that searches for cointegrated models among a potentially large group of candidate models. The generator employs the first step of the Engle-Granger procedure and orders cointegrated models according to the information criterions AIC and BIC. Assisted by the generator,...

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Detalles Bibliográficos
Autor principal: van Velsen, J. L. (Autor)
Tipo de documento: Electrónico Libro
Lenguaje:Inglés
Publicado: 2008
En:Año: 2008
Acceso en línea: Volltext (kostenfrei)
Verificar disponibilidad: HBZ Gateway
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