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~person:"De Angelis, Luca"
~subject:"Theory"
~type:"article"
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De Angelis, Luca
Cavaliere, Giuseppe
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Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
2
Co-integration rank determination in partial systems using information criteria
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Fanelli, Luca
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10011969541
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