Cointegrating rank selection in models with time-varying variance (Q527990)
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scientific article; zbMATH DE number 6714726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegrating rank selection in models with time-varying variance |
scientific article; zbMATH DE number 6714726 |
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Cointegrating rank selection in models with time-varying variance (English)
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12 May 2017
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cointegrating rank
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heterogeneity
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information criteria
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model selection
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time varying variances
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