Nonlinear cointegration test and error correction modeling based on LS-SVM optimized by PSO in small sample

DU Jun-gang, WEI Ru-xiang, LIU Bao-ping

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (9) : 2322-2331.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (9) : 2322-2331. DOI: 10.12011/1000-6788(2014)9-2322

Nonlinear cointegration test and error correction modeling based on LS-SVM optimized by PSO in small sample

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