Specification via model selection in vector error correction models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 60 (1998)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/ecolet
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- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
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