A Monte Carlo study on the selection of cointegrating rank using information criteria
Year of publication: |
2005
|
---|---|
Authors: | Wang, Zijun ; Bessler, David A. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 3, p. 593-620
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration |
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