THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION
| Year of publication: |
2004
|
|---|---|
| Authors: | Kapetanios, George |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 04, p. 735-742
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |