The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Year of publication: |
2004
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Authors: | Kapetanios, George |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 4, p. 735-742
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Subject: | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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