A new criteria for selecting the optimum lags in Johansen's cointegration technique

Applied Economics

Volumn 35, Issue 8, 2003, Pages 875-880

  Bahmani Oskooee, Mohsen ^a   Brooks, Taggert J ^b  

^a UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

^b UNIVERSITY OF WISCONSIN LA CROSSE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS;

EID: 0038684573     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840210129419     Document Type: Article

References (16)

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