The asymptotic distribution of the cointegration rank estimator under the akaike information criterion

Econometric Theory

Volumn 20, Issue 4, 2004, Pages 735-742

  Kapetanios, George ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

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[No Author keywords available]

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EID: 4344600668     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466604204066     Document Type: Article

References (22)

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