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- W1540249259 abstract "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, a cointegrated relation is established between recorded violent crime in the Netherlands, the number of males aged 15-25 years (split into Western and non-Western background) and deflated consumption. In-sample forecasts reveal that the cointegrated model outperforms the best short-run models." @default.
- W1540249259 created "2016-06-24" @default.
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- W1540249259 date "2008-04-29" @default.
- W1540249259 modified "2023-09-27" @default.
- W1540249259 title "Modelling recorded crime: a full search for cointegrated models" @default.
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