A Monte Carlo Comparison of rMDL, gMDL, eMDL, nMDL, AIC and BIC Under the Effect of Stochastic Variance for Asymmetric Price Transmission Linear Models

Amponsah, Irene Kafui Vorsah; Acquah, Henry De-Graft; Howard, Nathaniel

doi:10.1109/icmrsisiit46373.2020.9405933

2019 International Conference on Mechatronics, Remote Sensing, Information Systems and Industrial Information Technologies (ICM 2019

DOI: 10.1109/icmrsisiit46373.2020.9405933

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A Monte Carlo Comparison of rMDL, gMDL, eMDL, nMDL, AIC and BIC Under the Effect of Stochastic Variance for Asymmetric Price Transmission Linear Models

Irene Kafui Vorsah Amponsah

Henry De-Graft Acquah

Nathaniel Howard

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A Monte Carlo Comparison of rMDL, gMDL, eMDL, nMDL, AIC and BIC Under the Effect of Stochastic Variance for Asymmetric Price Transmission Linear Models

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