A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA
| Year of publication: |
2005
|
|---|---|
| Authors: | Wang, Zijun ; Bessler, David A. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 03, p. 593-620
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |