A modified information criterion for cointegration tests based on a VAR approximation
Zhongjun Qu; Pierre Perron
| Year of publication: |
2007
|
|---|---|
| Authors: | Qu, Zhongjun ; Perron, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 4, p. 638-685
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003549586