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SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION - MaRDI portal

SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION (Q4807319)

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scientific article; zbMATH DE number 1911798
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English
SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION
scientific article; zbMATH DE number 1911798

    Statements

    title
    SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION (English)
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    author
    A. Aznar
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    Manuel Salvador
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    publication date
    18 May 2003
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    Identifiers

    zbMATH DE Number
    1911798
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    OpenAlex ID
    W2165779214
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