A new criteria for selecting the optimum lags in Johansen's cointegration technique
Year of publication: |
2003
|
---|---|
Authors: | Bahmani-Oskooee, Mohsen ; Brooks, Taggert J. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 35.2003, 8, p. 875-880
|
Subject: | Theorie | Theory | Kointegration | Cointegration |
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