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language:"eng"
~person:"Souza, Reinaldo Castro"
~subject:"Kointegration"
~type:"article"
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco
;
Souza, Reinaldo Castro
- In:
Brazilian review of econometrics : the review of the …
29
(
2009
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10009627795
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