Cheng, X U and Phillips, Peter C.B <br/><br/>
Semiparametric cointegrating rank selection 
 2009 

 -  2009 
 - S83-S104  V.  12  Issue.   S1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Cointegrating rank;Consistency;Information criteria;Model selection;short memory;Unit roots;Non parametric;