Automatic Identification of General Vector Error Correction Models

Bibliographic Details
Main Authors: Ignacio Arbués, Ramiro Ledo, Mariano Matilla-García
Format: Article
Language:English
Published: De Gruyter 2016-07-01
Series:Economics : the Open-Access, Open-Assessment e-Journal
Online Access:http://www.economics-ejournal.org/economics/discussionpapers/2016-33