Modelling recorded crime: a full search for cointegrated models
| dc.creator | van Velsen, J. L. | |
| dc.date | 2008-04-29 | |
| dc.date | 2008-10-30 | |
| dc.date.accessioned | 2026-07-07T10:13:45Z | |
| dc.date.available | 2026-07-07T10:13:45Z | |
| dc.description | 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. | |
| dc.description | 6 pages including 1 figure and 4 tables; typos corrected, footnotes changed | |
| dc.identifier | https://arxiv.org/abs/0804.4560 | |
| dc.identifier | http://arxiv.org/abs/0804.4560 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/172640 | |
| dc.subject | Applications | |
| dc.title | Modelling recorded crime: a full search for cointegrated models | |
| dc.type | text |