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A modified information criterion for cointegration tests based on a VAR approximation
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10003549586
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2
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun
;
Perron, Pierre
;
Ahn, S.K.
;
Reinsel, G.C.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
Saved in:
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