A modified information criterion for cointegration tests based on a VAR approximation (Q2886962)
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scientific article; zbMATH DE number 6035264
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| English | A modified information criterion for cointegration tests based on a VAR approximation |
scientific article; zbMATH DE number 6035264 |
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14 May 2012
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A modified information criterion for cointegration tests based on a VAR approximation (English)
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0.8169295787811279
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0.8108044862747192
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0.7996795773506165
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0.7832352519035339
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