Finite sample performance of the model selection approach in co-integration analysis (Q3636775)
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scientific article; zbMATH DE number 5571435
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| English | Finite sample performance of the model selection approach in co-integration analysis |
scientific article; zbMATH DE number 5571435 |
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Finite sample performance of the model selection approach in co-integration analysis (English)
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29 June 2009
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model selection
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information criteria
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maximum eigenvalue test
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co-integrating rank
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0.837230384349823
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0.8251005411148071
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0.8239989876747131
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0.813494861125946
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0.789394199848175
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