A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616): Difference between revisions
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Revision as of 23:47, 4 April 2024
scientific article; zbMATH DE number 2215324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA |
scientific article; zbMATH DE number 2215324 |
Statements
A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (English)
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18 October 2005
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VAR model
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