A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:54, 5 March 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)
0 references
18 October 2005
0 references
VAR model
0 references