Co-integration rank determination in partial systems using information criteria
Year of publication: |
2018
|
---|---|
Authors: | Cavaliere, Giuseppe ; De Angelis, Luca ; Fanelli, Luca |
Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 80.2018, 1, p. 65-89
|
Subject: | Kointegration | Cointegration | Theorie | Theory |
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