Testing for cointegration: The effects of mis-specifying the lag length

Bewley, Ronald, Yang, Minxian . Mathematics and Computers in Simulation 1995. 39 :251-255

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Bibtex

@article{CIS-127972,
  Author = {Bewley, Ronald and Yang, Minxian},
  Title = {Testing for cointegration: The effects of mis-specifying the lag length},
  Journal = {Mathematics and Computers in Simulation},
  Volume = {39},
  Year = {1995},
  Pages = {251--255},
  Keywords = {Vector autoregression}
}

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