Work

A Monte Carlo Study on the Selection of Cointegrating Rank Using Information Criteria

Year: 2005

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466605050334

Authors: Zijun Wang, David A. Bessler

Institution: Texas A&M University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2043945083

FWCI: 6.201

Cites: 44

Cited by: 57

Related to: 10