Finite sample performance of the model selection approach in co-integration analysis (Q3636775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample performance of the model selection approach in co-integration analysis |
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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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