Original language | English |
---|---|
Journal | Econometric Theory |
Pages (from-to) | 1-34 |
ISSN | 0266-4666 |
DOIs | |
Publication status | Published - 2016 |
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order
Giuseppe Cavaliere, Luca de Angelis, Anders Rahbek, A.M. Robert Taylor
Research output: Contribution to journal › Journal article › Research › peer-review
10
Citations
(Scopus)