A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
| Year of publication: |
2007
|
|---|---|
| Authors: | Qu, Zhongjun ; Perron, Pierre |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 04, p. 638-685
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |