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A Monte Carlo comparison of minimum description length model selection criteria for asymmetric price transmission models
Amponsah, Irene Kafui Vorsah
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University of Cape Coast
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2019-07
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Author
Amponsah, Irene Kafui Vorsah (1)
Subject
Asymmetric Price Transmission (1)
Minimum Description Length (1)
Model selection (1)
Monte Carlo Simulation (1)
Recovery Rate (1)
True Data Generating Process (1)
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Date Issued
2019 (1)