Joint detection of unit roots and cointegration: Data-based simulation
Year of publication: |
2007
|
---|---|
Authors: | Fukuda, Kosei |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 75.2007, 1, p. 28-36
|
Publisher: |
Elsevier |
Subject: | Cointegration | Data-based simulation | Information criterion | Model selection | Unit root |
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