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Thiago Steiner Alfeu

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bio website about.me/thiagosteiner
location Rio de Janeiro, Brazil
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visits member for 10 months
seen Nov 12 '12 at 21:08
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11 reputation
 bio website about.me/thiagosteiner visits member for 10 months
2 badges
 location Rio de Janeiro, Brazil seen Nov 12 '12 at 21:08
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2 Questions

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 Is is correct to compare t-statistics of different pairs of cointegrated timeseries?
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 How I use cross validation to estimate parameter for cointegration?

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+10 Is is correct to compare t-statistics of different pairs of cointegrated timeseries?

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cointegration × 2
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regression
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finance × 2
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cross-validation

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