Selecting the Rank of the Cointegration Space and the Form of the Intercept Using an Information Criterion
| Year of publication: |
2002
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|---|---|
| Authors: | Aznar, Antonio ; Salvador, Manuel |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 4, p. 926-947
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