A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616)
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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 |
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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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