SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION
| Year of publication: |
2002
|
|---|---|
| Authors: | Aznar, Antonio ; Salvador, Manuel |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 04, p. 926-947
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |