Semiparametric cointegrating rank selection
Cheng, X U and Phillips, Peter C.B
Semiparametric cointegrating rank selection 2009 - 2009 - S83-S104 V. 12 Issue. S1
Econometrics
Cointegrating rank;Consistency;Information criteria;Model selection;short memory;Unit roots;Non parametric;
Semiparametric cointegrating rank selection 2009 - 2009 - S83-S104 V. 12 Issue. S1
Econometrics
Cointegrating rank;Consistency;Information criteria;Model selection;short memory;Unit roots;Non parametric;