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- W2014753488 abstract "We consider the use of information criteria (IC) on the basis of a semiparametric seasonal error correction model for selecting seasonal cointegrating ranks. Some limit properties of the IC are considered and, through a small Monte Carlo simulation, we evaluate the performance of the IC." @default.
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- W2014753488 date "2013-09-01" @default.
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- W2014753488 title "Semiparametric selection of seasonal cointegrating ranks using information criteria" @default.
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- W2014753488 doi "https://doi.org/10.1016/j.econlet.2013.06.031" @default.
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