Residual likelihood approach for asymmetric price relationship selection
This study considers the problem of asymmetric price transmission model selection and investigates the performance of the recently developed model selection criteria (RIC) against commonly used alternatives (AIC and BIC) in terms of their ability to recover the true asymmetric data generating proces...
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| Format: | Article |
| Language: | English |
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Biotika
2018-02-01
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| Series: | Biotika |
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| Online Access: | https://journal-biotika.com/current-issues/2018-01/article_01.pdf |