A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA

By Zijun Wang, David A. Bessler. Econometric Theory, 2005

66 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4db935375299e2f6a9bf0f2b215322815cc7c718