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Selecting the Rank of the Cointegration Space and the Form of the Intercept Using an Information Criterion
Aznar, Antonio
;
Salvador, Manuel
- In:
Econometric theory
18
(
2002
)
4
,
pp. 926-947
Persistent link: https://www.econbiz.de/10006973195
Saved in:
2
Selection the rank of the cointegration space and the form of the intercept using and information criterion
Aznar Grasa, Antonio
;
Salvador, Manuel
- In:
Econometric theory
18
(
2002
)
4
,
pp. 926-947
Persistent link: https://www.econbiz.de/10001687481
Saved in:
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