A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616): Difference between revisions

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Revision as of 23:54, 5 March 2024

scientific article; zbMATH DE number 2215324
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English
A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA
scientific article; zbMATH DE number 2215324

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    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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