Finite sample performance of the model selection approach in co-integration analysis
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949650701766962
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1. Statistical analysis of cointegration vectors
2. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
3. DYNAMIC SPECIFICATION AND COINTEGRATION*
4. Vector autoregression and causality: a theoretical overview and simulation study
5. Econometric Model Determination
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