Unit roots and cointegration modelling through a family of flexible information criteria

  1. García-Hiernaux, A.
  2. Jerez, M.
  3. Casals, J.
Journal:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655 1563-5163

Year of publication: 2010

Volume: 80

Issue: 2

Pages: 173-189

Type: Article

DOI: 10.1080/00949650802584991 GOOGLE SCHOLAR