Co-integration rank determination in partial systems using information criteria
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KeywordsInformation criteria; Co-integration; Partial system; Conditional model; VAR. Criteri di informazione; co-integrazione; modello condizionato; VAR;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-10-09 (All new papers)
- NEP-ECM-2016-10-09 (Econometrics)
- NEP-ETS-2016-10-09 (Econometric Time Series)
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