ESTIMATING THE RANK OF COINTEGRATION WHEN THE ORDER OF A VECTOR AUTOREGRESSION IS UNKNOWN

Authors
MORIMUNE K MANTANI A
Citation
K. Morimune et A. Mantani, ESTIMATING THE RANK OF COINTEGRATION WHEN THE ORDER OF A VECTOR AUTOREGRESSION IS UNKNOWN, Mathematics and computers in simulation, 39(3-4), 1995, pp. 265-271
Citations number
13
Categorie Soggetti
Computer Sciences",Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
Journal title
Mathematics and computers in simulation → ACNP
ISSN journal
03784754
Volume
39
Issue
3-4
Year of publication
1995
Pages
265 - 271
Database
ISI
SICI code
0378-4754(1995)39:3-4<265:ETROCW>2.0.ZU;2-O