The Asymptotic Distribution Of The Cointegration Rank Estimator Under The Akaike Information Criterion
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Volume (Year): 20 (2004)
Issue (Month): 04 (August)
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- Seong, Byeongchan, 2013. "Semiparametric selection of seasonal cointegrating ranks using information criteria," Economics Letters, Elsevier, vol. 120(3), pages 592-595.
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