The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
George Kapetanios
| Year of publication: |
2004
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|---|---|
| Authors: | Kapetanios, George |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 4, p. 735-742
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| Subject: | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002163092