A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
| Year of publication: |
2007
|
|---|---|
| Authors: | Qu, Zhongjun ; Perron, Pierre ; Ahn, S.K. ; Reinsel, G.C. ; Akaike, H. ; Akaike, H. ; Anderson, T.W. ; Burnham, K.P. ; Anderson, D.R. ; Cavanaugh, J.E. ; Chang, Y. ; Park, J.Y. ; Chao, J.C. ; Phillips, P.C.B. ; Cheung, Y.W. ; Lai, K.S. ; Engle, R.F. ; Granger, C.W.J. ; Granger, C.W.J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 4, p. 638-685
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