Estimating the rank of co-integration when the order of a vector autoregression is unknown
| Year of publication: |
1995
|
|---|---|
| Authors: | Morimune, Kimio ; Mantani, Akihisa |
| Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 39.1995, 3, p. 265-271
|
| Publisher: |
Elsevier |