A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A  VAR APPROXIMATION

Volume 23
Issue 04 - Aug 2007
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<div style="background: #FFFFFF; margin: 10px 10px 10px 10px; padding: 10px 10px 10px 20px; text-align: left; border-top: 1px dashed #a5bbd1; border-left: 10px solid #a5bbd1; font-family: Verdana, Geneva, sans-serif;"><br> <div style="font-size: 12px; padding: 0px 0px 10px 0px; font-weight:bold; color: #003366;">A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION</div><br><div style="font-size: 10px;"><b>Zhongjun Qu and Pierre Perron (2007).</b><br /> <a href="http://journals.cambridge.org/action/displayJournal?jid=ECT">Econometric Theory</a>, <a href="http://journals.cambridge.org/action/displayJournal?jid=ECT&volumeId=23&bVolume=y#loc23 ">Volume 23</a>, <a href="http://journals.cambridge.org/action/displayIssue?jid=ECT&volumeId=23&issueId=04&iid=998980"> Issue 04</a>, August 2007 pp 638-685 <br/> <a href="http://journals.cambridge.org/action/displayAbstract?aid=998980">http://journals.cambridge.org/action/displayAbstract?aid=998980</a></div></div>
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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION

Zhongjun Qu and Pierre Perron (2007).
Econometric Theory, Volume 23, Issue 04, August 2007 pp 638-685 http://journals.cambridge.org/action/displayAbstract?aid=998980

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Econometric Theory (2007), 23 : 638-685 Cambridge University Press

Copyright © 2007 Cambridge University Press

doi:10.1017/S0266466607070284 (About doi)

Published online by Cambridge University Press 25 Apr 2007

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Econometric Theory (2007), 23 : 638-685 Cambridge University Press

Copyright © 2007 Cambridge University Press

doi:10.1017/S0266466607070284 (About doi)

Published online by Cambridge University Press 25 Apr 2007