The role of "leads" in the dynamic OLS estimation of cointegrating regression models.

Kazuhiko Hayakawa Eiji Kurozumi

Published in: Math. Comput. Simul. (2008)

Keyphrases

regression model
generalized linear models
regression methods
model selection
prediction model
regression analysis
linear model
generalized linear
support vector regression
regression trees
explanatory variables
machine learning
target variable