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 University Press. - Vol. 21.2005, 03, p. 593-620
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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