A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Year of publication: |
2007
|
---|---|
Authors: | Qu, Zhongjun ; Perron, Pierre |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 04, p. 638-685
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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